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<article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" article-type="research-article">
<front>
<journal-meta>
<journal-id journal-id-type="publisher-id">NEJSDS</journal-id>
<journal-title-group><journal-title>The New England Journal of Statistics in Data Science</journal-title></journal-title-group>
<issn pub-type="ppub">2693-7166</issn><issn-l>2693-7166</issn-l>
<publisher>
<publisher-name>New England Statistical Society</publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id pub-id-type="publisher-id">NEJSDS97</article-id>
<article-id pub-id-type="doi">10.51387/26-NEJSDS97</article-id>
<article-categories><subj-group subj-group-type="heading">
<subject>Methodology Article</subject></subj-group><subj-group subj-group-type="area">
<subject>Engineering Science</subject></subj-group></article-categories>
<title-group>
<article-title>Unsupervised Cell Segmentation by Fast Gaussian Processes</article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name><surname>Baracaldo</surname><given-names>Laura</given-names></name><email xlink:href="mailto:lnbaracaldol@ucsb.edu">lnbaracaldol@ucsb.edu</email><xref ref-type="aff" rid="j_nejsds97_aff_001"/><xref ref-type="fn" rid="cor1">∗</xref>
</contrib>
<contrib contrib-type="author">
<name><surname>King</surname><given-names>Blythe</given-names></name><email xlink:href="mailto:blytheking@umail.ucsb.edu">blytheking@umail.ucsb.edu</email><xref ref-type="aff" rid="j_nejsds97_aff_002"/><xref ref-type="fn" rid="cor1">∗</xref>
</contrib>
<contrib contrib-type="author">
<name><surname>Yan</surname><given-names>Haoran</given-names></name><email xlink:href="mailto:haoranyan@umail.ucsb.edu">haoranyan@umail.ucsb.edu</email><xref ref-type="aff" rid="j_nejsds97_aff_003"/><xref ref-type="fn" rid="cor1">∗</xref>
</contrib>
<contrib contrib-type="author">
<name><surname>Lin</surname><given-names>Yizi</given-names></name><email xlink:href="mailto:lin768@umail.ucsb.edu">lin768@umail.ucsb.edu</email><xref ref-type="aff" rid="j_nejsds97_aff_004"/>
</contrib>
<contrib contrib-type="author">
<name><surname>Miolane</surname><given-names>Nina</given-names></name><email xlink:href="mailto:ninamiolane@ucsb.edu">ninamiolane@ucsb.edu</email><xref ref-type="aff" rid="j_nejsds97_aff_005"/>
</contrib>
<contrib contrib-type="author">
<contrib-id contrib-id-type="orcid">https://orcid.org/0000-0002-3959-8965</contrib-id>
<name><surname>Gu</surname><given-names>Mengyang</given-names></name><email xlink:href="mailto:mengyang@pstat.ucsb.edu">mengyang@pstat.ucsb.edu</email><xref ref-type="aff" rid="j_nejsds97_aff_006"/><xref ref-type="corresp" rid="cor2">∗∗</xref>
</contrib>
<aff id="j_nejsds97_aff_001">Department of Statistics and Applied Probability, <institution>University of California</institution>, Santa Barbara, <country>USA</country>. E-mail address: <email xlink:href="mailto:lnbaracaldol@ucsb.edu">lnbaracaldol@ucsb.edu</email></aff>
<aff id="j_nejsds97_aff_002">Department of Statistics and Applied Probability, <institution>University of California</institution>, Santa Barbara, <country>USA</country>. E-mail address: <email xlink:href="mailto:blytheking@umail.ucsb.edu">blytheking@umail.ucsb.edu</email></aff>
<aff id="j_nejsds97_aff_003">Department of Statistics and Applied Probability, <institution>University of California</institution>, Santa Barbara, <country>USA</country>. E-mail address: <email xlink:href="mailto:haoranyan@umail.ucsb.edu">haoranyan@umail.ucsb.edu</email></aff>
<aff id="j_nejsds97_aff_004">Department of Statistics and Applied Probability, <institution>University of California</institution>, Santa Barbara, <country>USA</country>. E-mail address: <email xlink:href="mailto:lin768@umail.ucsb.edu">lin768@umail.ucsb.edu</email></aff>
<aff id="j_nejsds97_aff_005">Department of Electrical and Computer Engineering, <institution>University of California</institution>, Santa Barbara, <country>USA</country>. E-mail address: <email xlink:href="mailto:ninamiolane@ucsb.edu">ninamiolane@ucsb.edu</email></aff>
<aff id="j_nejsds97_aff_006">Department of Statistics and Applied Probability, <institution>University of California</institution>, Santa Barbara, <country>USA</country>. E-mail address: <email xlink:href="mailto:mengyang@pstat.ucsb.edu">mengyang@pstat.ucsb.edu</email></aff>
</contrib-group>
<author-notes>
<corresp id="cor1"><label>∗</label>The first three authors contribute equally.</corresp><corresp id="cor2"><label>∗ ∗</label>Corresponding author.</corresp>
</author-notes>
<pub-date pub-type="ppub"><year>2026</year></pub-date><pub-date pub-type="epub"><day>28</day><month>1</month><year>2026</year></pub-date><volume content-type="ahead-of-print">0</volume><issue>0</issue><fpage>1</fpage><lpage>16</lpage><supplementary-material id="S1" content-type="document" xlink:href="nejsds97_s001.pdf" mimetype="application" mime-subtype="pdf">
<caption>
<title>Supplementary Material</title>
<p>The supplementary material provides additional details for image segmentation, experiments, and generation of ground truth.</p>
</caption>
</supplementary-material><history><date date-type="accepted"><day>5</day><month>1</month><year>2026</year></date></history>
<permissions><copyright-statement>© 2026 New England Statistical Society</copyright-statement><copyright-year>2026</copyright-year>
<license license-type="open-access" xlink:href="http://creativecommons.org/licenses/by/4.0/">
<license-p>Open access article under the <ext-link ext-link-type="uri" xlink:href="http://creativecommons.org/licenses/by/4.0/">CC BY</ext-link> license.</license-p></license></permissions>
<abstract>
<p>Cell boundary information is crucial for analyzing cell behaviors from time-lapse microscopy videos. Existing supervised cell segmentation tools, such as <sans-serif>ImageJ</sans-serif>, require tuning various parameters and rely on restrictive assumptions about the shape of the objects. While recent supervised segmentation tools based on convolutional neural networks enhance accuracy, they depend on high-quality labeled images, making them unsuitable for segmenting new types of objects not in the database. We developed a novel unsupervised cell segmentation algorithm based on fast Gaussian processes for noisy microscopy images without the need for parameter tuning or restrictive assumptions about the shape of the object. We derived robust thresholding criteria adaptive for heterogeneous images containing distinct brightness at different parts to separate objects from the background, and employed watershed segmentation to distinguish touching cell objects. Both simulated studies and real-data analysis of large microscopy images demonstrate the scalability and accuracy of our approach compared with the alternatives.</p>
</abstract>
<kwd-group>
<label>Keywords and phrases</label>
<kwd>Bayesian inference</kwd>
<kwd>Image segmentation</kwd>
<kwd>Lattice</kwd>
<kwd>Microscopy</kwd>
<kwd>Scalability</kwd>
</kwd-group>
<funding-group><funding-statement>This research is partially supported by the Materials Research Science and Engineering Center (MRSEC, Data Expert Group and IRG-2) by the National Science Foundation under Award No. DMR-2308708 and the Cyberinfrastructure for Sustained Scientific Innovation program by the National Science Foundation under Award No. OAC-2411043.</funding-statement></funding-group>
</article-meta>
</front>
<body>
<sec id="j_nejsds97_s_001">
<label>1</label>
<title>Introduction</title>
<p>The spatial organization of cells, such as orientation, density, and shape, are fundamental to characterizing physical mechanisms and biological functions [<xref ref-type="bibr" rid="j_nejsds97_ref_008">8</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_037">37</xref>], as the arrangement of cells influences their functions, including proliferation and differentiation [<xref ref-type="bibr" rid="j_nejsds97_ref_030">30</xref>]. For example, high cell density can signal cells to die to maintain tissue homeostasis [<xref ref-type="bibr" rid="j_nejsds97_ref_009">9</xref>], and cell shape has been linked to DNA synthesis and cell growth [<xref ref-type="bibr" rid="j_nejsds97_ref_012">12</xref>]. Advances in microscopy techniques enable detailed video recordings of cellular motions. Image segmentation approaches have been developed for microscopy images [<xref ref-type="bibr" rid="j_nejsds97_ref_033">33</xref>], where the segmentation results, including cell locomotion, alignment, and density, can be used for modeling cell behaviors [<xref ref-type="bibr" rid="j_nejsds97_ref_047">47</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_015">15</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_010">10</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_025">25</xref>]. Therefore, precise cell image segmentation is essential for quantifying cell location, alignment, and morphology, as these statistics enhance our understanding of how cellular spatial organization influences human health outcomes [<xref ref-type="bibr" rid="j_nejsds97_ref_053">53</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_002">2</xref>].</p>
<p>Cellular segmentation tools can be broadly classified as unsupervised and supervised methods, based on whether labeled data is needed for training the models. One of the most popular tools of unsupervised cellular segmentation is the <sans-serif>ImageJ</sans-serif> [<xref ref-type="bibr" rid="j_nejsds97_ref_001">1</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_046">46</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_044">44</xref>], which enables segmenting both cell nuclei and whole cells, and linking cells across frames of a microscopy video via plug-ins such as <sans-serif>TrackMate</sans-serif> [<xref ref-type="bibr" rid="j_nejsds97_ref_051">51</xref>]. Prior to using <sans-serif>ImageJ</sans-serif> for cell detection and segmentation, a series of user-driven image pre-processing steps must be completed in the program. For instance, the image is typically converted into a binary image first, based on the threshold chosen either manually or automatically via several global threshold setting methods [<xref ref-type="bibr" rid="j_nejsds97_ref_034">34</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_029">29</xref>]. Additional image processing steps, such as despeckling for noise reduction [<xref ref-type="bibr" rid="j_nejsds97_ref_011">11</xref>], typically need to be run before segmentation. To detect cell objects within an image, the algorithm scans the corresponding binary image until the edge of an object is reached. Then, the algorithm traces around the edge of the object until the starting point is reached. This process is repeated for pixels of each object, or the foreground pixels, in the binary image. The centroid of each cell object can be identified by fitting an ellipse for each object using the second-order central moments [<xref ref-type="bibr" rid="j_nejsds97_ref_046">46</xref>], which assumes the cell boundary is elliptical. The parameters for the best-fit ellipse, including the major and minor axes and centroids, and matrices for the object masks for each object boundary, are recorded in <sans-serif>ImageJ</sans-serif> [<xref ref-type="bibr" rid="j_nejsds97_ref_011">11</xref>]. Additional functionality, such as extension of elliptical outlines, can be added to the user interface by writing macro code to streamline image analysis or adding third-party plug-ins [<xref ref-type="bibr" rid="j_nejsds97_ref_046">46</xref>]. However, achieving reasonable segmentation results is often labor-intensive and requires human interaction at each step. Furthermore, the assumption of the shape of the cells in <sans-serif>ImageJ</sans-serif> is restrictive. Though the ellipse can approximate nuclei of certain cells, it cannot approximate the shape of cytoplasm or the whole cell of frequently used cells in experiments, such as fibroblasts or epithelial cells.</p>
<p>Supervised cellular segmentation methods, are typically built upon a convolutional neural network structure, such as the U-net [<xref ref-type="bibr" rid="j_nejsds97_ref_041">41</xref>]. A popular tool is <sans-serif>Cellpose</sans-serif>, which builds U-nets for segmenting images that contain one type of cells that are trained on a dataset of over 70,000 segmented objects, including annotated images that contain numerous types of cells [<xref ref-type="bibr" rid="j_nejsds97_ref_050">50</xref>]. The model first compresses the image and then reconstructs the image to its original dimensions through a U-net to capture both local and global features. It further generates a topological map from diffusion simulation to product gradient maps for the model to learn the horizontal and vertical gradients of the image. The final layer of <sans-serif>Cellpose</sans-serif> produces three feature maps, including the horizontal and vertical directional gradients, and the sigmoid transformation of the probability map of the output image from the U-net, and the parameters of the <sans-serif>Cellpose</sans-serif> are then estimated by fitting a loss function of the gradient vector and binary label of each pixel of the image. As the <sans-serif>Cellpose</sans-serif> segmentation requires massive training data, it may not work well for detecting novel cell types, where high-labeled image data that may not be readily available. Furthermore, training <sans-serif>Cellpose</sans-serif> and using it for segmenting large images with several million pixels can be computationally expensive.</p>
<p>In response to the challenges the current methods face, we present a novel unsupervised cell image segmentation method for segmenting images containing one type of cells, based on separable Gaussian processes, automated thresholding, and watershed operations for image segmentation. The proposed method has several advantages. First, the separable covariance structure on image data enables us to decompose the large covariance into a Kronecker product of two small covariances, which substantially reduces the computational cost for computing the matrix inversion and the logarithm of the determinant of the covariance matrix. Second, unlike conventional unsupervised image segmentation methods such as <sans-serif>ImageJ</sans-serif>, which require manual tuning of multiple hyperparameters, including Gaussian blur radius, thresholding method, and minimum object size, our proposed segmentation pipeline is free of manual parameter selection. We developed fast algorithms for maximum likelihood estimation of the parameters in GPs and the predictive distribution. The predictive mean surface naturally facilitates foreground-background separation by applying a data-driven threshold with the optimal threshold automatically estimated based on the absolute second difference in foreground pixel counts between the thresholds. Third, the cell masks are segmented using the watershed algorithm, which simulates water flowing through a topographical map of the image to separate cell objects. Fourth, our approach is entirely unsupervised, negating any need for annotated training data, in contrast to the supervised methods, such as <sans-serif>Cellpose</sans-serif>. Thus, the proposed method is particularly suitable for segmenting new cell types or other biological structures. We studied our methodology using simulated data for noise filtering. We also compared our approaches with the alternatives using real microscopy images for segmenting both the cell nucleus and whole cell in optically dense images, a challenging scenario even when labeled data are available. These studies demonstrate that our approach substantially outperforms the alternatives.</p>
<p>The rest of the article is organized as follows. We discuss GP models of images and a fast algorithm for parameter estimation and predictive distribution in Section <xref rid="j_nejsds97_s_002">2</xref>. In Section <xref rid="j_nejsds97_s_005">3</xref>, we introduce our workflow for cellular image segmentation from Gaussian processes, including image smoothing, binary thresholding, and segmentation. In Section <xref rid="j_nejsds97_s_009">4</xref>, we use simulated data and microscopy images of cells to compare our methods and other alternatives for denoising, including principal component analysis and dynamic mode decomposition. We also demonstrate the computational advantage of the fast algorithm against direct computation. Finally, we generate cell masks for both the cell nucleus and cytoplasm, or the whole cell, by our methods and <sans-serif>ImageJ</sans-serif> segmentation method to compare their accuracy with the manual labels in Section <xref rid="j_nejsds97_s_010">5</xref>. Our findings not only present a novel cell segmentation technique but also highlight the applicability of fast Gaussian processes in image processing tasks. The data and code of this article are made publicly available: <uri>https://github.com/UncertaintyQuantification/cell_segmentation</uri>.</p>
</sec>
<sec id="j_nejsds97_s_002">
<label>2</label>
<title>Gaussian Process Models of Images</title>
<sec id="j_nejsds97_s_003">
<label>2.1</label>
<title>The Likelihood Function and Predictive Distribution</title>
<p>Let us consider a Gaussian process (GP) model for a two-dimensional (2D) microscopy image, where the intensity at the pixel location <bold>x</bold> is modeled as <inline-formula id="j_nejsds97_ineq_001"><alternatives><mml:math>
<mml:mi mathvariant="italic">y</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">x</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
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<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">ϵ</mml:mi></mml:math><tex-math><![CDATA[$y(\mathbf{x})=f(\mathbf{x})+\epsilon $]]></tex-math></alternatives></inline-formula>, with <inline-formula id="j_nejsds97_ineq_002"><alternatives><mml:math>
<mml:mi mathvariant="italic">f</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mo>·</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$f(\cdot )$]]></tex-math></alternatives></inline-formula> being a latent Gaussian process (GP) and <inline-formula id="j_nejsds97_ineq_003"><alternatives><mml:math>
<mml:mi mathvariant="italic">ϵ</mml:mi>
<mml:mo stretchy="false">∼</mml:mo>
<mml:mi mathvariant="script">N</mml:mi>
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<mml:mn>0</mml:mn>
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<mml:msubsup>
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<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\epsilon \sim \mathcal{N}(0,{\sigma _{0}^{2}})$]]></tex-math></alternatives></inline-formula> being a Gaussian noise with variance <inline-formula id="j_nejsds97_ineq_004"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
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</mml:msubsup></mml:math><tex-math><![CDATA[${\sigma _{0}^{2}}$]]></tex-math></alternatives></inline-formula> [<xref ref-type="bibr" rid="j_nejsds97_ref_038">38</xref>]. Consider an <inline-formula id="j_nejsds97_ineq_005"><alternatives><mml:math>
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</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{1}}\times {n_{2}}$]]></tex-math></alternatives></inline-formula> image <bold>Y</bold>, where the <inline-formula id="j_nejsds97_ineq_006"><alternatives><mml:math>
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</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:math><tex-math><![CDATA[$\mathbf{F}\sim \text{Matrix-Normal}\left(\mu {\mathbf{1}_{{n_{1}}\times {n_{2}}}},\hspace{0.1667em}{\sigma ^{2}}{\mathbf{R}_{1}},{\mathbf{R}_{2}}\right)$]]></tex-math></alternatives></inline-formula> with <italic>μ</italic> being a mean parameter, <inline-formula id="j_nejsds97_ineq_010"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>×</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{1}_{{n_{1}}\times {n_{2}}}}$]]></tex-math></alternatives></inline-formula> being a <inline-formula id="j_nejsds97_ineq_011"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>×</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{1}}\times {n_{2}}$]]></tex-math></alternatives></inline-formula> matrix of ones, <inline-formula id="j_nejsds97_ineq_012"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${\sigma ^{2}}$]]></tex-math></alternatives></inline-formula> being the variance parameter, <inline-formula id="j_nejsds97_ineq_013"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{R}_{1}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_014"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{R}_{2}}$]]></tex-math></alternatives></inline-formula> being correlation matrices for two inputs, respectively, and the vectorized noise matrix follows <inline-formula id="j_nejsds97_ineq_015"><alternatives><mml:math>
<mml:mtext>Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">E</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo stretchy="false">∼</mml:mo>
<mml:mi mathvariant="script">MN</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">I</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
<mml:mo>×</mml:mo>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\text{Vec}(\mathbf{E})\sim \mathcal{MN}(0,{\sigma _{0}^{2}}{\mathbf{I}_{N\times N}})$]]></tex-math></alternatives></inline-formula>, with <inline-formula id="j_nejsds97_ineq_016"><alternatives><mml:math>
<mml:mi mathvariant="italic">N</mml:mi>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$N={n_{1}}{n_{2}}$]]></tex-math></alternatives></inline-formula>. Additional trend structure can be modeled in the mean function, and the covariance can be generalized to be semi-separable in the model [<xref ref-type="bibr" rid="j_nejsds97_ref_014">14</xref>].</p>
<p>Vectorize the observations matrix <inline-formula id="j_nejsds97_ineq_017"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mtext>Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${\mathbf{y}_{v}}=\text{Vec}(\mathbf{Y})$]]></tex-math></alternatives></inline-formula>. After marginalizing out the latent signal matrix <bold>F</bold>, the observation vector of the image follows a multivariate normal distribution, 
<disp-formula id="j_nejsds97_eq_002">
<label>(2.2)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo stretchy="false">∣</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo stretchy="false">∼</mml:mo>
<mml:mi mathvariant="script">MN</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">μ</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup><mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ ({\mathbf{y}_{v}}\mid {\sigma ^{2}},\eta ,{\mathbf{R}_{1}},{\mathbf{R}_{2}})\sim \mathcal{MN}(\mu {\mathbf{1}_{N}},{\sigma ^{2}}\mathbf{\tilde{R}}),\]]]></tex-math></alternatives>
</disp-formula> 
where <inline-formula id="j_nejsds97_ineq_018"><alternatives><mml:math><mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
<mml:mo>=</mml:mo>
<mml:mi mathvariant="bold">R</mml:mi>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">I</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$\mathbf{\tilde{R}}=\mathbf{R}+\eta {\mathbf{I}_{N}}$]]></tex-math></alternatives></inline-formula>, <inline-formula id="j_nejsds97_ineq_019"><alternatives><mml:math>
<mml:mi mathvariant="bold">R</mml:mi>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$\mathbf{R}={\mathbf{R}_{2}}\otimes {\mathbf{R}_{1}}$]]></tex-math></alternatives></inline-formula>, ⊗ is a Kronecker product and <inline-formula id="j_nejsds97_ineq_020"><alternatives><mml:math>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo>=</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" stretchy="false">/</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[$\eta ={\sigma _{0}^{2}}/{\sigma ^{2}}$]]></tex-math></alternatives></inline-formula> is a nugget parameter. Here the correlation matrices are parameterized kernel functions <inline-formula id="j_nejsds97_ineq_021"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${R_{1}}(i,{i^{\prime }})={K_{1}}({x_{i,1}},{x_{{i^{\prime }},1}})$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_022"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${R_{2}}(j,{j^{\prime }})={K_{2}}({x_{j,2}},{x_{{j^{\prime }},2}})$]]></tex-math></alternatives></inline-formula>. Frequently used kernel functions include the power exponential kernel and Matérn kernel [<xref ref-type="bibr" rid="j_nejsds97_ref_038">38</xref>]. Denote <inline-formula id="j_nejsds97_ineq_023"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${K_{l}}({x_{i,l}},{x_{{i^{\prime }},l}})={K_{l}}({d_{l}})$]]></tex-math></alternatives></inline-formula> with <inline-formula id="j_nejsds97_ineq_024"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mo stretchy="false">|</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo stretchy="false">|</mml:mo></mml:math><tex-math><![CDATA[${d_{l}}=|{x_{i,l}}-{x_{{i^{\prime }},l}}|$]]></tex-math></alternatives></inline-formula>. For instance, the Matérn kernel with roughness parameter <inline-formula id="j_nejsds97_ineq_025"><alternatives><mml:math>
<mml:mn>5</mml:mn>
<mml:mo mathvariant="normal" stretchy="false">/</mml:mo>
<mml:mn>2</mml:mn></mml:math><tex-math><![CDATA[$5/2$]]></tex-math></alternatives></inline-formula> follows [<xref ref-type="bibr" rid="j_nejsds97_ref_020">20</xref>]: 
<disp-formula id="j_nejsds97_eq_003">
<label>(2.3)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mfenced separators="" open="(" close=")">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>+</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msqrt>
<mml:mrow>
<mml:mn>5</mml:mn>
</mml:mrow>
</mml:msqrt>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">γ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo>+</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:mn>5</mml:mn>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">γ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
</mml:mrow>
</mml:mfenced>
<mml:mo movablelimits="false">exp</mml:mo>
<mml:mfenced separators="" open="(" close=")">
<mml:mrow>
<mml:mo>−</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msqrt>
<mml:mrow>
<mml:mn>5</mml:mn>
</mml:mrow>
</mml:msqrt>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">γ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
</mml:mrow>
</mml:mfenced>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ {K_{l}}({d_{l}})=\left(1+\frac{\sqrt{5}{d_{l}}}{{\gamma _{l}}}+\frac{5{d_{l}^{2}}}{3{\gamma _{l}^{2}}}\right)\exp \left(-\frac{\sqrt{5}{d_{l}}}{{\gamma _{l}}}\right),\]]]></tex-math></alternatives>
</disp-formula> 
where <inline-formula id="j_nejsds97_ineq_026"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">γ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\gamma _{l}}$]]></tex-math></alternatives></inline-formula> is a range parameter to be estimated for <inline-formula id="j_nejsds97_ineq_027"><alternatives><mml:math>
<mml:mi mathvariant="italic">l</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn></mml:math><tex-math><![CDATA[$l=1,2$]]></tex-math></alternatives></inline-formula>. A GP with the kernel function in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) is twice mean-squared differentiable [<xref ref-type="bibr" rid="j_nejsds97_ref_038">38</xref>], and it is used as a default choice of some software packages of GP surrogate models [<xref ref-type="bibr" rid="j_nejsds97_ref_042">42</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_016">16</xref>]. We use the kernel function in (<xref rid="j_nejsds97_eq_003">2.3</xref>) for demonstration purposes.</p>
<p>After specifying the model, we compute the likelihood function and predictive distribution for parameter estimation and prediction, respectively. The parameters of the model in (<xref rid="j_nejsds97_eq_002">2.2</xref>) include the mean, variance, range and nugget parameters <inline-formula id="j_nejsds97_ineq_028"><alternatives><mml:math>
<mml:mo fence="true" stretchy="false">{</mml:mo>
<mml:mi mathvariant="italic">μ</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo fence="true" stretchy="false">}</mml:mo></mml:math><tex-math><![CDATA[$\{\mu ,{\sigma ^{2}},\boldsymbol{\gamma },\eta \}$]]></tex-math></alternatives></inline-formula> with <inline-formula id="j_nejsds97_ineq_029"><alternatives><mml:math>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
<mml:mo>=</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">γ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">γ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\boldsymbol{\gamma }=({\gamma _{1}},{\gamma _{2}})$]]></tex-math></alternatives></inline-formula> being the range parameters in the kernel function in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>). As the number of pixels is large, we employed the maximum likelihood estimator (MLE) to estimate the parameters, as the result is similar to the robust estimation by marginal posterior mode [<xref ref-type="bibr" rid="j_nejsds97_ref_017">17</xref>]. Given the range and nugget parameters, the MLE of the mean and variance parameters has a closed-form expression: <inline-formula id="j_nejsds97_ineq_030"><alternatives><mml:math><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo>=</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$\hat{\mu }={({\mathbf{1}_{N}^{T}}{\mathbf{\tilde{R}}^{-1}}{\mathbf{1}_{N}})^{-1}}{\mathbf{1}_{N}^{T}}{\mathbf{\tilde{R}}^{-1}}{\mathbf{y}_{v}}$]]></tex-math></alternatives></inline-formula>, where <inline-formula id="j_nejsds97_ineq_031"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>=</mml:mo><mml:mstyle displaystyle="false">
<mml:mfrac>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">S</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle></mml:math><tex-math><![CDATA[${\hat{\sigma }^{2}}=\frac{{S^{2}}}{N}$]]></tex-math></alternatives></inline-formula> with <inline-formula id="j_nejsds97_ineq_032"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">S</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>=</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msup>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${S^{2}}={({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})^{T}}{\tilde{\mathbf{R}}^{-1}}({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})$]]></tex-math></alternatives></inline-formula>. The logarithm of the profile likelihood after plugging the MLE of the mean and variance parameters follows: 
<disp-formula id="j_nejsds97_eq_004">
<label>(2.4)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mo movablelimits="false">log</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">L</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mi mathvariant="italic">C</mml:mi>
<mml:mo>−</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo movablelimits="false">log</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mo stretchy="false">|</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
<mml:mo stretchy="false">|</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>−</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo movablelimits="false">log</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">S</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ \log (L(\boldsymbol{\gamma },\eta ))=C-\frac{1}{2}\log (|\tilde{\mathbf{R}}|)-\frac{N}{2}\log ({S^{2}}),\]]]></tex-math></alternatives>
</disp-formula> 
where <italic>C</italic> is a constant not related to <inline-formula id="j_nejsds97_ineq_033"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$(\boldsymbol{\gamma },\eta )$]]></tex-math></alternatives></inline-formula>.</p>
<p>The range and nugget parameters are then estimated by maximizing the logarithm of the profile likelihood function: 
<disp-formula id="j_nejsds97_eq_005">
<label>(2.5)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo mathvariant="normal">,</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:munder>
<mml:mrow>
<mml:mo movablelimits="false">argmax</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
</mml:munder>
<mml:mo movablelimits="false">log</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">L</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ (\hat{\boldsymbol{\gamma }},\hat{\eta })=\underset{(\boldsymbol{\gamma },\eta )}{\operatorname{argmax}}\log (L(\boldsymbol{\gamma },\eta )).\]]]></tex-math></alternatives>
</disp-formula> 
Vectorize signal <inline-formula id="j_nejsds97_ineq_034"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">f</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mtext>Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">F</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${\mathbf{f}_{v}}=\text{Vec}(\mathbf{F})$]]></tex-math></alternatives></inline-formula> from model (<xref rid="j_nejsds97_eq_001">2.1</xref>). After plugging the MLE of the parameters, the posterior distribution of the image vector follows 
<disp-formula id="j_nejsds97_eq_006">
<label>(2.6)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">f</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo stretchy="false">∣</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo mathvariant="normal">,</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo stretchy="false">∼</mml:mo>
<mml:mi mathvariant="script">MN</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">f</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mspace width="0.1667em"/>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ ({\mathbf{f}_{v}}\mid {\mathbf{y}_{v}},\hat{\mu },{\hat{\sigma }^{2}},\hat{\eta },\hat{\boldsymbol{\gamma }})\sim \mathcal{MN}({\mathbf{f}_{v}^{\ast }},\hspace{0.1667em}{\hat{\sigma }^{2}}{\mathbf{R}^{\ast }}),\]]]></tex-math></alternatives>
</disp-formula> 
where the predictive mean and predictive covariance follow <disp-formula-group id="j_nejsds97_dg_001">
<disp-formula id="j_nejsds97_eq_007">
<label>(2.7)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">f</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="bold">R</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}{\mathbf{f}_{v}^{\ast }}=& \hat{\mu }{\mathbf{1}_{N}}+\mathbf{R}{\tilde{\mathbf{R}}^{-1}}({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}}),\end{aligned}\]]]></tex-math></alternatives>
</disp-formula>
<disp-formula id="j_nejsds97_eq_008">
<label>(2.8)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mi mathvariant="bold">R</mml:mi>
<mml:mo>−</mml:mo>
<mml:mi mathvariant="bold">R</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mi mathvariant="bold">R</mml:mi>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}{\mathbf{R}^{\ast }}=& \mathbf{R}-\mathbf{R}{\tilde{\mathbf{R}}^{-1}}\mathbf{R}.\end{aligned}\]]]></tex-math></alternatives>
</disp-formula>
</disp-formula-group> The predictive mean <inline-formula id="j_nejsds97_ineq_035"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">f</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\mathbf{f}_{v}^{\ast }}$]]></tex-math></alternatives></inline-formula> and predictive variances, the diagonal terms of <inline-formula id="j_nejsds97_ineq_036"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${\hat{\sigma }^{2}}{\mathbf{R}^{\ast }}$]]></tex-math></alternatives></inline-formula>, are required for prediction and uncertainty quantification. However, direct computation of the likelihood function involves inverting the covariance matrix, which takes <inline-formula id="j_nejsds97_ineq_037"><alternatives><mml:math>
<mml:mi mathvariant="script">O</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\mathcal{O}({N^{3}})$]]></tex-math></alternatives></inline-formula> operations, where the number of pixels <italic>N</italic> can be at the order of <inline-formula id="j_nejsds97_ineq_038"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>6</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>−</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>7</mml:mn>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${10^{6}}-{10^{7}}$]]></tex-math></alternatives></inline-formula> for microscopy images. A fast computational way without approximation is introduced in Section <xref rid="j_nejsds97_s_004">2.2</xref> to solve this computational challenge.</p>
</sec>
<sec id="j_nejsds97_s_004">
<label>2.2</label>
<title>Fast Computation for Images</title>
<p>A wide range of approximation approaches of GPs have been developed [<xref ref-type="bibr" rid="j_nejsds97_ref_048">48</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_028">28</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_043">43</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_007">7</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_023">23</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_013">13</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_019">19</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_024">24</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_057">57</xref>]. For GPs with product covariances on image data, no approximation is required. Denote the eigendecomposition of the subcovariance <inline-formula id="j_nejsds97_ineq_039"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\mathbf{R}_{l}}={\mathbf{U}_{l}}{\boldsymbol{\Lambda }_{l}}{\mathbf{U}_{l}^{T}}$]]></tex-math></alternatives></inline-formula>, where <inline-formula id="j_nejsds97_ineq_040"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{U}_{l}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_041"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\boldsymbol{\Lambda }_{l}}$]]></tex-math></alternatives></inline-formula> are matrices of eigenvectors and a diagonal matrix of eigenvalues for <inline-formula id="j_nejsds97_ineq_042"><alternatives><mml:math>
<mml:mi mathvariant="italic">l</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn></mml:math><tex-math><![CDATA[$l=1,2$]]></tex-math></alternatives></inline-formula>, respectively. Furthermore, denote <inline-formula id="j_nejsds97_ineq_043"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold-italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${\boldsymbol{\lambda }_{l}}={({\lambda _{1,l}},\dots ,{\lambda _{{n_{l}},l}})^{T}}$]]></tex-math></alternatives></inline-formula>, an <inline-formula id="j_nejsds97_ineq_044"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{l}}$]]></tex-math></alternatives></inline-formula>-vector of the diagonal terms in <inline-formula id="j_nejsds97_ineq_045"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\boldsymbol{\Lambda }_{l}}$]]></tex-math></alternatives></inline-formula>, for <inline-formula id="j_nejsds97_ineq_046"><alternatives><mml:math>
<mml:mi mathvariant="italic">l</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn></mml:math><tex-math><![CDATA[$l=1,2$]]></tex-math></alternatives></inline-formula>.</p>
<p>The log profile likelihood in Equation (<xref rid="j_nejsds97_eq_004">2.4</xref>) and the predictive distributions in Equation (<xref rid="j_nejsds97_eq_006">2.6</xref>) can be written as a function in terms of eigenpairs in Lemma <xref rid="j_nejsds97_stat_001">1</xref> below. Lemma <xref rid="j_nejsds97_stat_001">1</xref> eliminates the need to invert the <inline-formula id="j_nejsds97_ineq_047"><alternatives><mml:math>
<mml:mi mathvariant="italic">N</mml:mi>
<mml:mo>×</mml:mo>
<mml:mi mathvariant="italic">N</mml:mi></mml:math><tex-math><![CDATA[$N\times N$]]></tex-math></alternatives></inline-formula> covariance matrix and reduce the computational complexity to <inline-formula id="j_nejsds97_ineq_048"><alternatives><mml:math>
<mml:mi mathvariant="script">O</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo>+</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\mathcal{O}({n_{1}^{3}}+{n_{2}^{3}})$]]></tex-math></alternatives></inline-formula>, which is significantly smaller than <inline-formula id="j_nejsds97_ineq_049"><alternatives><mml:math>
<mml:mi mathvariant="script">O</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\mathcal{O}({n_{1}^{3}}{n_{2}^{3}})$]]></tex-math></alternatives></inline-formula>. The proof of Lemma <xref rid="j_nejsds97_stat_001">1</xref> is provided in the Appendix. <statement id="j_nejsds97_stat_001"><label>Lemma 1.</label>
<p>
<list>
<list-item id="j_nejsds97_li_001">
<label>1.</label>
<p><italic>(Profile likelihood). Denote the transformed likelihood vector</italic> <inline-formula id="j_nejsds97_ineq_050"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mtext mathvariant="italic">Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mtext mathvariant="italic">Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:mo>−</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>×</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${\tilde{\mathbf{y}}_{v}}=\textit{Vec}(\tilde{\mathbf{Y}})=\textit{Vec}({\mathbf{U}_{1}^{T}}(\mathbf{Y}-\hat{\mu }{\mathbf{1}_{{n_{1}}\times {n_{2}}}}){\mathbf{U}_{2}})$]]></tex-math></alternatives></inline-formula><italic>. The logarithm of the profile likelihood in Equation (</italic><xref rid="j_nejsds97_eq_004"><italic>2.4</italic></xref><italic>) can be written as</italic> 
<disp-formula id="j_nejsds97_eq_009">
<label>(2.9)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo movablelimits="false">log</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">L</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold-italic">γ</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mi mathvariant="italic">C</mml:mi>
<mml:mo>−</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:mo movablelimits="false">log</mml:mo>
<mml:mfenced separators="" open="(" close=")">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>−</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd"/>
<mml:mtd class="align-even">
<mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo movablelimits="false">log</mml:mo>
<mml:mfenced separators="" open="(" close=")">
<mml:mrow>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">Y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
</mml:mrow>
</mml:mfenced>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}\log (L(\boldsymbol{\gamma },\eta ))=& C-\frac{1}{2}{\sum \limits_{i=1}^{{n_{1}}}}{\sum \limits_{j=1}^{{n_{2}}}}\log \left({\lambda _{i,1}}{\lambda _{j,2}}+\eta \right)-\\ {} & \frac{N}{2}\log \left({\sum \limits_{i=1}^{{n_{1}}}}{\sum \limits_{j=1}^{{n_{2}}}}\frac{{\tilde{Y}_{i,j}^{2}}}{{\lambda _{i,1}}{\lambda _{j,2}}+\eta }\right),\end{aligned}\]]]></tex-math></alternatives>
</disp-formula> 
<italic>where</italic> 
<disp-formula id="j_nejsds97_eq_010">
<label>(2.10)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:msup>
<mml:mrow>
<mml:mfenced separators="" open="(" close=")">
<mml:mrow>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:msubsup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
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</mml:mrow>
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<mml:mi mathvariant="italic">j</mml:mi>
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<mml:mn>2</mml:mn>
</mml:mrow>
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</mml:mrow>
</mml:msubsup>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>×</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd"/>
<mml:mtd class="align-even">
<mml:mfenced separators="" open="(" close=")">
<mml:mrow>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
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</mml:mrow>
<mml:mrow>
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<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
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</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
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<mml:mrow>
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<mml:mrow>
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</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msub>
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<mml:mi mathvariant="italic">u</mml:mi>
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</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
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<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">Y</mml:mi>
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</mml:mrow>
<mml:mrow>
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<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
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</mml:mrow>
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</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
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<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
</mml:mrow>
</mml:mfenced>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}\hat{\mu }=& {\left({\sum \limits_{j=1}^{{n_{2}}}}{\sum \limits_{i=1}^{{n_{1}}}}\frac{{\tilde{u}_{i,1}^{2}}{\tilde{u}_{j,2}^{2}}}{{\lambda _{i,1}}{\lambda _{j,2}}+\eta }\right)^{-1}}\times \\ {} & \left({\sum \limits_{j=1}^{{n_{2}}}}{\sum \limits_{i=1}^{{n_{1}}}}\frac{{\tilde{u}_{i,1}}{\tilde{Y}_{i,j,0}}{\tilde{u}_{j,2}}}{{\lambda _{i,1}}{\lambda _{j,2}}+\eta }\right),\end{aligned}\]]]></tex-math></alternatives>
</disp-formula> 
<italic>with</italic> <inline-formula id="j_nejsds97_ineq_051"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">Y</mml:mi>
</mml:mrow>
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</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{Y}_{i,j}}$]]></tex-math></alternatives></inline-formula> <italic>being the</italic> <inline-formula id="j_nejsds97_ineq_052"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
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<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$(i,j)$]]></tex-math></alternatives></inline-formula><italic>th entry in</italic> <inline-formula id="j_nejsds97_ineq_053"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
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</mml:mrow>
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<mml:mrow>
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</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:mo>−</mml:mo><mml:mover accent="true">
<mml:mrow>
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</mml:mrow>
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<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
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<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
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<mml:mo>×</mml:mo>
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</mml:mrow>
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</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$({\mathbf{U}_{1}^{T}}(\mathbf{Y}-\hat{\mu }{\mathbf{1}_{{n_{1}}\times {n_{2}}}}){\mathbf{U}_{2}})$]]></tex-math></alternatives></inline-formula><italic>,</italic> <inline-formula id="j_nejsds97_ineq_054"><alternatives><mml:math>
<mml:msub>
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</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{Y}_{i,j,0}}$]]></tex-math></alternatives></inline-formula> <italic>being the</italic> <inline-formula id="j_nejsds97_ineq_055"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$(i,j)$]]></tex-math></alternatives></inline-formula><italic>th entry of the</italic> <inline-formula id="j_nejsds97_ineq_056"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>×</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{1}}\times {n_{2}}$]]></tex-math></alternatives></inline-formula> <italic>matrix</italic> <inline-formula id="j_nejsds97_ineq_057"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{U}_{1}^{T}}\mathbf{Y}{\mathbf{U}_{2}}$]]></tex-math></alternatives></inline-formula><italic>,</italic> <inline-formula id="j_nejsds97_ineq_058"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{u}_{i,1}}$]]></tex-math></alternatives></inline-formula> <italic>being the ith term of the</italic> <inline-formula id="j_nejsds97_ineq_059"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{1}}$]]></tex-math></alternatives></inline-formula> <italic>vector</italic> <inline-formula id="j_nejsds97_ineq_060"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{1}_{{n_{1}}}^{T}}{\mathbf{U}_{1}}$]]></tex-math></alternatives></inline-formula> <inline-formula id="j_nejsds97_ineq_061"><alternatives><mml:math>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$i=1,\dots ,{n_{1}}$]]></tex-math></alternatives></inline-formula> <italic>and</italic> <inline-formula id="j_nejsds97_ineq_062"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{u}_{j,2}}$]]></tex-math></alternatives></inline-formula> <italic>being the jth term of the</italic> <inline-formula id="j_nejsds97_ineq_063"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{2}}$]]></tex-math></alternatives></inline-formula> <italic>vector</italic> <inline-formula id="j_nejsds97_ineq_064"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{1}_{{n_{2}}}^{T}}{\mathbf{U}_{2}}$]]></tex-math></alternatives></inline-formula><italic>, for</italic> <inline-formula id="j_nejsds97_ineq_065"><alternatives><mml:math>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$j=1,\dots ,{n_{2}}$]]></tex-math></alternatives></inline-formula><italic>.</italic></p>
</list-item>
<list-item id="j_nejsds97_li_002">
<label>2.</label>
<p><italic>(Predictive distribution). The predictive mean vector in Equation (</italic><xref rid="j_nejsds97_eq_007"><italic>2.7</italic></xref><italic>) follows</italic> 
<disp-formula id="j_nejsds97_eq_011">
<label>(2.11)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">f</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo>=</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mtext mathvariant="italic">Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>Y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ {\mathbf{f}_{v}^{\ast }}=\hat{\mu }{\mathbf{1}_{N}}+\textit{Vec}({\mathbf{U}_{1}}{\boldsymbol{\Lambda }_{1}}{\mathbf{\tilde{Y}}_{0}}{\boldsymbol{\Lambda }_{2}}{\mathbf{U}_{2}^{T}}),\]]]></tex-math></alternatives>
</disp-formula> 
<italic>where</italic> <inline-formula id="j_nejsds97_ineq_066"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>Y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{\tilde{Y}}_{0}}$]]></tex-math></alternatives></inline-formula> <italic>is a</italic> <inline-formula id="j_nejsds97_ineq_067"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>×</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{1}}\times {n_{2}}$]]></tex-math></alternatives></inline-formula> <italic>with the</italic> <inline-formula id="j_nejsds97_ineq_068"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$(i,j)$]]></tex-math></alternatives></inline-formula><italic>th entry being</italic> <inline-formula id="j_nejsds97_ineq_069"><alternatives><mml:math><mml:mstyle displaystyle="false">
<mml:mfrac>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">Y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle></mml:math><tex-math><![CDATA[$\frac{{\tilde{Y}_{i,j}}}{{\lambda _{i,1}}{\lambda _{j,2}}+\eta }$]]></tex-math></alternatives></inline-formula> <italic>for</italic> <inline-formula id="j_nejsds97_ineq_070"><alternatives><mml:math>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$i=1,\dots ,{n_{1}}$]]></tex-math></alternatives></inline-formula> <italic>and</italic> <inline-formula id="j_nejsds97_ineq_071"><alternatives><mml:math>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$j=1,\dots ,{n_{2}}$]]></tex-math></alternatives></inline-formula><italic>. The predictive variance at the</italic> <inline-formula id="j_nejsds97_ineq_072"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$(i,j)$]]></tex-math></alternatives></inline-formula><italic>th pixel follows</italic> 
<disp-formula id="j_nejsds97_eq_012">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mfenced separators="" open="(" close=")">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>−</mml:mo>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">r</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:msubsup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">r</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
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</list-item>
</list>
</p></statement></p>
</sec>
</sec>
<sec id="j_nejsds97_s_005">
<label>3</label>
<title>Image Segmentation from Gaussian Processes</title>
<fig id="j_nejsds97_fig_001">
<label>Figure 1</label>
<caption>
<p>Workflow for segmenting and labeling cell images: (A) Divide the image into different sub-images to enable locally estimated mean and variance parameters for capturing local properties such as the change of brightness. (B) Compute the predictive mean of fast GPs in Section <xref rid="j_nejsds97_s_004">2.2</xref> to each sub-image, which greatly reduces image noise. (C) Threshold each smoothed sub-image based on the criterion discussed in Section <xref rid="j_nejsds97_s_007">3.2</xref> to produce binary images, separating cells from the background. The optimal threshold is estimated for each sub-image. (D) Recombine the binary sub-images into a single binary image, and apply the watershed algorithm discussed in Section <xref rid="j_nejsds97_s_008">3.3</xref> to the image for segmentation and labeling, with each cell marked by a unique color.</p>
</caption>
<graphic xlink:href="nejsds97_g001.jpg"/>
</fig>
<p>Though Gaussian processes have been widely used in as surrogate models to emulate expensive computer simulations, nonparametric regression, and modeling spatially correlated data [<xref ref-type="bibr" rid="j_nejsds97_ref_038">38</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_006">6</xref>], the flexibility and scalability of GPs in unsupervised image segmentation have not been studied yet. The overall flow of our cellular image segmentation process is summarized in Figure <xref rid="j_nejsds97_fig_001">1</xref>. First, some microscopy images of cells are particularly large with <inline-formula id="j_nejsds97_ineq_083"><alternatives><mml:math>
<mml:msup>
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</mml:msup></mml:math><tex-math><![CDATA[${10^{6}}-{10^{7}}$]]></tex-math></alternatives></inline-formula> pixels. Similar to other image segmentation methods [<xref ref-type="bibr" rid="j_nejsds97_ref_046">46</xref>, <xref ref-type="bibr" rid="j_nejsds97_ref_050">50</xref>], we segment each large image into multiple sub-images. We then apply the fast algorithm of GPs in Lemma <xref rid="j_nejsds97_stat_001">1</xref> to get the predictive mean of each sub-image, illustrated in Parts (A) and (B) in Figure <xref rid="j_nejsds97_fig_001">1</xref>, respectively. We assume the range parameters and nugget of the GPs are the same for each subimage estimated by MLE in Lemma <xref rid="j_nejsds97_stat_001">1</xref>, yet the mean and variance parameters are distinct for each separable image, and the estimation of these parameters has a closed-form expression. Such a step enables different estimated parameters to capture the change of optical properties, such as brightness difference and out-of-focus blur from distinct parts of a large microscopy image, which are crucial in practice. Second, we developed a robust measure that will be introduced in Section <xref rid="j_nejsds97_s_007">3.2</xref> to threshold the predictive mean of each sub-image into background and objects, as shown in Panel (C). Finally, the binary sub-images are restitched in Panel (D), and the watershed algorithm is applied to the binary matrix to retrieve the labeled cell masks, which will be introduced in Section <xref rid="j_nejsds97_s_008">3.3</xref>.</p>
<sec id="j_nejsds97_s_006">
<label>3.1</label>
<title>Image Denoising from Gaussian Processes on Lattice</title>
<p>Let <bold>Y</bold> represent the original cell image, which has size <inline-formula id="j_nejsds97_ineq_084"><alternatives><mml:math>
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<mml:mrow>
<mml:mn>6</mml:mn>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${10^{6}}$]]></tex-math></alternatives></inline-formula> pixels, and some areas of an image can have substantially higher pixel values than other areas. Thus, for a large image <bold>Y</bold>, it is normally partitioned into a set of cropped images, denoted as <inline-formula id="j_nejsds97_ineq_088"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mo fence="true" stretchy="false">{</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo fence="true" stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\{{\mathbf{Y}_{k}}\}_{k=1}^{\tilde{K}}}$]]></tex-math></alternatives></inline-formula>, where <inline-formula id="j_nejsds97_ineq_089"><alternatives><mml:math><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:math><tex-math><![CDATA[$\tilde{K}$]]></tex-math></alternatives></inline-formula> is the total number of cropped images as illustrated in Figure <xref rid="j_nejsds97_fig_001">1</xref>. This step can substantially reduce the computational cost, and enable segmentation outcomes more adaptive to the features of the local areas in a large image.</p>
<p>As experimental images often contain substantial noise, for each cropped image, we first use GPs with fast computation introduced in Section <xref rid="j_nejsds97_s_003">2.1</xref> for denoising the images. The range and nugget parameters of GPs are estimated by maximizing the likelihood in Equation (<xref rid="j_nejsds97_eq_009">2.9</xref>), and they are held the same for all sub-images as they have similar smoothness properties. The mean and variance parameters are estimated differently for each cropped image to capture the local change of the optical properties. As the sub-images will be turned into a binary image, the discontinuity of the boundary between different sub-images does not impact the image segmentation task.</p>
</sec>
<sec id="j_nejsds97_s_007">
<label>3.2</label>
<title>Generating Binary Cell Masks</title>
<fig id="j_nejsds97_fig_002">
<label>Figure 2</label>
<caption>
<p>Comparison of binary image results across thresholds based on the absolute second difference in foreground pixels. The threshold, which ranges from 0-1, refers to the proportion of the maximum value of the predictive mean that is set as the binary cutoff. Images A, B, C, D, and E are the binary images generated by setting the corresponding threshold on cropped predictive mean image F. Note that the Image B corresponds with <inline-formula id="j_nejsds97_ineq_090"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mo movablelimits="false">argmax</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${\operatorname{argmax}_{m}}\Delta {c_{k}}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula> in Equation (<xref rid="j_nejsds97_eq_015">3.1</xref>).</p>
</caption>
<graphic xlink:href="nejsds97_g002.jpg"/>
</fig>
<p>The predictive mean at the interior pixel of a cell object typically has a larger value than the one in the background of a microscopy image. Inspired by the IsoData algorithm [<xref ref-type="bibr" rid="j_nejsds97_ref_040">40</xref>] in <sans-serif>ImageJ</sans-serif> [<xref ref-type="bibr" rid="j_nejsds97_ref_001">1</xref>], we developed an automated and robust way to determine the threshold value for separating objects from background noise using the predictive mean from GP models.</p>
<p>Suppose each cropped image is <inline-formula id="j_nejsds97_ineq_091"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>×</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{k,1}}\times {n_{k,2}}$]]></tex-math></alternatives></inline-formula> with predictive mean <inline-formula id="j_nejsds97_ineq_092"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\mathbf{F}_{k}^{\ast }}$]]></tex-math></alternatives></inline-formula> with the <inline-formula id="j_nejsds97_ineq_093"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$(i,j)$]]></tex-math></alternatives></inline-formula>th entry being <inline-formula id="j_nejsds97_ineq_094"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${F_{k}^{\ast }}({\mathbf{x}_{i,j}})$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_095"><alternatives><mml:math>
<mml:mtext>Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">f</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[$\text{Vec}({\mathbf{F}_{k}^{\ast }})={\mathbf{f}_{k,v}^{\ast }}$]]></tex-math></alternatives></inline-formula> given in Equation (<xref rid="j_nejsds97_eq_011">2.11</xref>). As the intensity values of the pixels are between 0 to 1 and the predictive uncertainty is small, the range of <inline-formula id="j_nejsds97_ineq_096"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${F_{k}^{\ast }}({\mathbf{x}_{i,j}})$]]></tex-math></alternatives></inline-formula> is also approximately between 0 to 1. As the image has only one type of cells, the change of pixel values <inline-formula id="j_nejsds97_ineq_097"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${F_{k}^{\ast }}({\mathbf{x}_{i,j}})$]]></tex-math></alternatives></inline-formula> is large if <inline-formula id="j_nejsds97_ineq_098"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{x}_{i,j}}$]]></tex-math></alternatives></inline-formula> is the pixel at the boundary of a cell object, and small elsewhere. Thus we first compute the normalized predictive mean exceeds each threshold value: 
<disp-formula id="j_nejsds97_eq_013">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:munder>
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:munder>
<mml:msub>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mstyle displaystyle="false">
<mml:mfrac>
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mo movablelimits="false">max</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo mathvariant="normal">&gt;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ {c_{k}}({\alpha _{m}})=\sum \limits_{i,j}{1_{\frac{{F_{k}^{\ast }}({\mathbf{x}_{i,j}})}{\max ({\mathbf{F}_{k}^{\ast }})}\gt {\alpha _{m}}}},\]]]></tex-math></alternatives>
</disp-formula> 
where <inline-formula id="j_nejsds97_ineq_099"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mo fence="true" stretchy="false">{</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo fence="true" stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">M</mml:mi>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\{{\alpha _{m}}\}_{m=1}^{M}}$]]></tex-math></alternatives></inline-formula> a sequence of equally spaced thresholds from 0 to 1 with the default value <inline-formula id="j_nejsds97_ineq_100"><alternatives><mml:math>
<mml:mi mathvariant="italic">M</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>100</mml:mn></mml:math><tex-math><![CDATA[$M=100$]]></tex-math></alternatives></inline-formula>, and <inline-formula id="j_nejsds97_ineq_101"><alternatives><mml:math>
<mml:mo movablelimits="false">max</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\max ({\mathbf{F}_{k}^{\ast }})$]]></tex-math></alternatives></inline-formula> denotes the maximum value of the predictive mean <inline-formula id="j_nejsds97_ineq_102"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\mathbf{F}_{k}^{\ast }}$]]></tex-math></alternatives></inline-formula> of the <italic>k</italic>th cropped image for <inline-formula id="j_nejsds97_ineq_103"><alternatives><mml:math>
<mml:mi mathvariant="italic">k</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:math><tex-math><![CDATA[$k=1,\dots ,\tilde{K}$]]></tex-math></alternatives></inline-formula>. In general, the range of <inline-formula id="j_nejsds97_ineq_104"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mo fence="true" stretchy="false">{</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo fence="true" stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">M</mml:mi>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\{{\alpha _{m}}\}_{m=1}^{M}}$]]></tex-math></alternatives></inline-formula> can be chosen to be the range of <inline-formula id="j_nejsds97_ineq_105"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal" stretchy="false">/</mml:mo>
<mml:mo movablelimits="false">max</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${F_{k}^{\ast }}({\mathbf{x}_{i,j}})/\max ({\mathbf{F}_{k}^{\ast }})$]]></tex-math></alternatives></inline-formula>. Subsequently, we calculate the difference <inline-formula id="j_nejsds97_ineq_106"><alternatives><mml:math>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\Delta {c_{k}}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula> in pixel counts below 
<disp-formula id="j_nejsds97_eq_014">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>−</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ \Delta {c_{k}}({\alpha _{m}})={c_{k}}({\alpha _{m-1}})-{c_{k}}({\alpha _{m}}).\]]]></tex-math></alternatives>
</disp-formula> 
As <inline-formula id="j_nejsds97_ineq_107"><alternatives><mml:math>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\Delta {c_{k}}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula> may not be smooth over <inline-formula id="j_nejsds97_ineq_108"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\alpha _{m}}$]]></tex-math></alternatives></inline-formula>, we compute the predictive mean of <inline-formula id="j_nejsds97_ineq_109"><alternatives><mml:math>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\Delta {c_{k}}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula>, denoted by <inline-formula id="j_nejsds97_ineq_110"><alternatives><mml:math>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\Delta {c_{k}^{\ast }}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula>, via a GP model with the default Matérn kernel in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) by the <sans-serif>RobustGaSP</sans-serif> package [<xref ref-type="bibr" rid="j_nejsds97_ref_016">16</xref>].</p>
<p>We define <inline-formula id="j_nejsds97_ineq_111"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${\alpha ^{\ast }}$]]></tex-math></alternatives></inline-formula> as the smallest threshold <inline-formula id="j_nejsds97_ineq_112"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\alpha _{m}}$]]></tex-math></alternatives></inline-formula> after the point of maximum fluctuation, denoted as <inline-formula id="j_nejsds97_ineq_113"><alternatives><mml:math>
<mml:mo movablelimits="false">arg</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mo movablelimits="false">max</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\arg {\max _{m}}\Delta {c_{k}^{\ast }}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula>, where the smoothed differences <inline-formula id="j_nejsds97_ineq_114"><alternatives><mml:math>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\Delta {c_{k}^{\ast }}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula> stabilize within a specified tolerance relative to the variability of <inline-formula id="j_nejsds97_ineq_115"><alternatives><mml:math>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\Delta {c_{k}}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula>, an example of which is plotted in Figure <xref rid="j_nejsds97_fig_002">2</xref>. Formally, let <inline-formula id="j_nejsds97_ineq_116"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">τ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tau _{k}}$]]></tex-math></alternatives></inline-formula> represent the standard deviation of the differences <inline-formula id="j_nejsds97_ineq_117"><alternatives><mml:math>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\Delta {c_{k}^{\ast }}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula>. The optimal threshold <inline-formula id="j_nejsds97_ineq_118"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\alpha _{k}^{\ast }}$]]></tex-math></alternatives></inline-formula> is given by: 
<disp-formula id="j_nejsds97_eq_015">
<label>(3.1)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:munder>
<mml:mrow>
<mml:mo movablelimits="false">min</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:munder>
<mml:mo fence="true" stretchy="false">{</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>:</mml:mo>
<mml:mfenced separators="" open="|" close="|">
<mml:mrow>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>−</mml:mo>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mfenced>
<mml:mo mathvariant="normal">&lt;</mml:mo>
<mml:mn>0.05</mml:mn>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">τ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mspace width="0.1667em"/>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd"/>
<mml:mtd class="align-even">
<mml:mi mathvariant="italic">m</mml:mi>
<mml:mo mathvariant="normal">&gt;</mml:mo>
<mml:mo movablelimits="false">arg</mml:mo>
<mml:munder>
<mml:mrow>
<mml:mo movablelimits="false">max</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:munder>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo fence="true" stretchy="false">}</mml:mo>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}{\alpha _{k}^{\ast }}=& \underset{m}{\min }\{{\alpha _{m}}:\left|\Delta {c_{k}^{\ast }}({\alpha _{m}})-\Delta {c_{k}^{\ast }}({\alpha _{m-1}})\right|\lt 0.05{\tau _{k}},\hspace{0.1667em}\\ {} & m\gt \arg \underset{m}{\max }\Delta {c_{k}^{\ast }}({\alpha _{m}})\}.\end{aligned}\]]]></tex-math></alternatives>
</disp-formula>
</p>
<p>Figure <xref rid="j_nejsds97_fig_002">2</xref> illustrates this process for determining the optimal threshold for segmenting cell objects from the background. While the first difference <inline-formula id="j_nejsds97_ineq_119"><alternatives><mml:math>
<mml:mi mathvariant="normal">Δ</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">m</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\Delta {c_{k}}({\alpha _{m}})$]]></tex-math></alternatives></inline-formula> measures the immediate change in the number of pixels above each threshold, the second difference more precisely captures the stabilization process of these changes. Initially, at extremely small thresholds, almost all pixels are classified as foreground or cell objects, leading to minimal changes in pixel counts between threshold values, shown as A in Figure <xref rid="j_nejsds97_fig_002">2</xref>. However, once the threshold starts to intersect the main background distribution, even small increments can trigger substantial variations, resulting in high second differences. As the threshold increases, the second difference reaches its maximum value at B in Figure <xref rid="j_nejsds97_fig_002">2</xref> and then becomes erratic between B and C in Figure <xref rid="j_nejsds97_fig_002">2</xref>. This erratic behavior occurs because, in this transitional range, as the predictive mean values near the decision boundary are very similar, even minor changes in the threshold result in disproportionately large shifts in the number of pixels classified as foreground or cell objects. Beyond this range, the second difference begins to stabilize and falls below a predetermined tolerance level show as E in Figure <xref rid="j_nejsds97_fig_002">2</xref>, indicating that further increases yield only negligible changes in segmentation. Any further increase in the threshold results in over-segmentation.</p>
<fig id="j_nejsds97_fig_003">
<label>Figure 3</label>
<caption>
<p>(A) Frequency of the predictive mean of the intensity values over all pixels from the same microscopy image shown in Figure <xref rid="j_nejsds97_fig_002">2</xref> F. The optimal threshold is annotated and lies right after the bulk of the background pixel values. The thresholds that generate images A, B, C, D, and E from Figure <xref rid="j_nejsds97_fig_002">2</xref> are represented as vertical lines with the same color. All pixel intensity values less than the optimal threshold are background pixels and have a symmetric distribution. (B) The predictive mean is shown for each pixel with the optimal threshold plotted as the horizontal plane.</p>
</caption>
<graphic xlink:href="nejsds97_g003.jpg"/>
</fig>
<p>Panel (A) in Figure <xref rid="j_nejsds97_fig_003">3</xref> plots the location of different threshold values in the distribution of pixel intensity values. The optimal threshold selected by the algorithm lies on the right side of the mode. Panel (B) of Figure <xref rid="j_nejsds97_fig_003">3</xref> plots a horizontal plane of the optimal threshold value. A threshold value much smaller than this value misclassifies the background as cell objects, whereas a threshold value much larger than the threshold value misses some small cell objects with low intensity peaks.</p>
<p>After estimating the threshold value <inline-formula id="j_nejsds97_ineq_120"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\alpha _{k}^{\ast }}$]]></tex-math></alternatives></inline-formula>, we construct a binary image <inline-formula id="j_nejsds97_ineq_121"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">B</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\mathbf{B}_{k}^{\ast }}$]]></tex-math></alternatives></inline-formula> for each cropped image at each pixel: 
<disp-formula id="j_nejsds97_eq_016">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">B</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mfenced separators="" open="{" close="">
<mml:mrow>
<mml:mtable columnspacing="10.0pt" equalrows="false" columnlines="none" equalcolumns="false" columnalign="left left">
<mml:mtr>
<mml:mtd class="array">
<mml:mn>1</mml:mn>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd class="array">
<mml:mtext>if</mml:mtext>
<mml:mspace width="2.5pt"/>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal">&gt;</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">α</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo movablelimits="false">max</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">F</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="array">
<mml:mn>0</mml:mn>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd class="array">
<mml:mtext>otherwise</mml:mtext>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mfenced>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ {B_{k}^{\ast }}({\mathbf{x}_{i,j}})=\left\{\begin{array}{l@{\hskip10.0pt}l}1\hspace{1em}& \text{if}\hspace{2.5pt}{F_{k}^{\ast }}({\mathbf{x}_{i,j}})\gt {\alpha _{k}^{\ast }}\max ({\mathbf{F}_{k}^{\ast }})\\ {} 0\hspace{1em}& \text{otherwise}\end{array}\right.\]]]></tex-math></alternatives>
</disp-formula> 
for <inline-formula id="j_nejsds97_ineq_122"><alternatives><mml:math>
<mml:mi mathvariant="italic">k</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:math><tex-math><![CDATA[$k=1,\dots ,\tilde{K}$]]></tex-math></alternatives></inline-formula>. We complete panel (C) in Figure <xref rid="j_nejsds97_fig_001">1</xref> by generating binary cell masks for all sub-images. To address a rare scenario with a higher-than-expected object count, which only happened once for all sub-images, we implemented a re-thresholding step discussed in Section S3 in the Supplementary Material. Finally, each object group is separated and detected via flood fill [<xref ref-type="bibr" rid="j_nejsds97_ref_004">4</xref>], as described in Section S4 in the Supplementary Material.</p>
</sec>
<sec id="j_nejsds97_s_008">
<label>3.3</label>
<title>Labeling Cell Masks by the Watershed Algorithm</title>
<fig id="j_nejsds97_fig_004">
<label>Figure 4</label>
<caption>
<p>An image of two cell nuclei (upper row) and heights of negative distances to the nearest background pixels (lower row). (A) Heights of negative distances along the red straight line in the upper panel are plotted in the lower panel before the watershed algorithm starts. (B) At water level <inline-formula id="j_nejsds97_ineq_123"><alternatives><mml:math>
<mml:mo>=</mml:mo>
<mml:mo>−</mml:mo>
<mml:mn>13</mml:mn></mml:math><tex-math><![CDATA[$=-13$]]></tex-math></alternatives></inline-formula>, both catch basins are partially filled, as both local minima are less than the current water level. The two separate water sources have unique labels and are not yet touching. (C) At water level at around <inline-formula id="j_nejsds97_ineq_124"><alternatives><mml:math>
<mml:mo>−</mml:mo>
<mml:mn>10.2</mml:mn></mml:math><tex-math><![CDATA[$-10.2$]]></tex-math></alternatives></inline-formula>, the water sources from the two catch basins flow into each other and the watershed line is formed at water level at around <inline-formula id="j_nejsds97_ineq_125"><alternatives><mml:math>
<mml:mo>−</mml:mo>
<mml:mn>10.2</mml:mn></mml:math><tex-math><![CDATA[$-10.2$]]></tex-math></alternatives></inline-formula>. (D) At water level <inline-formula id="j_nejsds97_ineq_126"><alternatives><mml:math>
<mml:mo>=</mml:mo>
<mml:mn>0</mml:mn></mml:math><tex-math><![CDATA[$=0$]]></tex-math></alternatives></inline-formula>, the cell objects are filled with water, and the watershed operation is complete. Each cell is labeled and separated.</p>
</caption>
<graphic xlink:href="nejsds97_g004.jpg"/>
</fig>
<p>After obtaining the binary image, we apply the <monospace>watershed</monospace> algorithm to separate cell objects from <sans-serif>EBImage</sans-serif> package in <sans-serif>R</sans-serif> [<xref ref-type="bibr" rid="j_nejsds97_ref_035">35</xref>], which is particularly useful for segmenting objects connecting to each other. The watershed algorithm creates a topological representation of an image based on a distance map, which is derived from the binary image representing foreground objects (cells). The distance map assigns a value to each foreground pixel based on its Euclidean distance to the nearest background pixel; higher values represent larger distances from the background. These distance values act as heights in a topological landscape, providing a basis for the watershed function to simulate water through. The negative distance map is then calculated by taking the negative of the distance map. Examples of the binary image and negative distance map are provided in Section S5 in the Supplementary Material.</p>
<p>The local minima of the negative distance map generally correspond to the centers of cell objects and are used as the starting point for the “flooding” process in the watershed algorithm. The water fills the cell object from these local minima as the negative distance map is dunked into water, so the cell object acts as a catch basin as the map floods. As water from different starting points meets, watershed lines are formed, which delineate boundaries for distinct binary cell objects. Additionally, whenever the water from a catch basin meets a background pixel, a watershed line is formed [<xref ref-type="bibr" rid="j_nejsds97_ref_055">55</xref>]. These watershed lines separate and create distinct cell objects, and these cell objects can be assigned unique labels.</p>
<p>An example of the watershed algorithm at distinct water levels is provided in Figure <xref rid="j_nejsds97_fig_004">4</xref> with two cells denoted by <inline-formula id="j_nejsds97_ineq_127"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{1}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_128"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{2}}$]]></tex-math></alternatives></inline-formula>. The top row of Figure <xref rid="j_nejsds97_fig_004">4</xref> plots the cell images where the negative heights of a slice over the red line are plotted in the bottom row. Figure <xref rid="j_nejsds97_fig_004">4</xref> (A) shows depths for the two local minima for the 1D example are <inline-formula id="j_nejsds97_ineq_129"><alternatives><mml:math>
<mml:mi mathvariant="italic">D</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mo>−</mml:mo>
<mml:mn>14.14</mml:mn></mml:math><tex-math><![CDATA[$D({d_{1}})=-14.14$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_130"><alternatives><mml:math>
<mml:mi mathvariant="italic">D</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mo>−</mml:mo>
<mml:mn>14.21</mml:mn></mml:math><tex-math><![CDATA[$D({d_{2}})=-14.21$]]></tex-math></alternatives></inline-formula>. Each height acts as a water level, and the local minima act as seed points for water to flow through into each valley or catch basin. When the water level rises to touch a local minimum, the water is given the same label as the local minimum. As the water level rises, all unidentified pixels at or below the water level with neighboring labeled pixels are given the same label.</p>
<p>Figure <xref rid="j_nejsds97_fig_004">4</xref> (B) shows the water levels at <inline-formula id="j_nejsds97_ineq_131"><alternatives><mml:math>
<mml:mo>−</mml:mo>
<mml:mn>13</mml:mn></mml:math><tex-math><![CDATA[$-13$]]></tex-math></alternatives></inline-formula>. Each catch basin is partially filled, as the water level is higher than the two local minima. As the water in each valley is still well separated, all emerged pixels in each valley are either labeled corresponding with <inline-formula id="j_nejsds97_ineq_132"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{1}}$]]></tex-math></alternatives></inline-formula> or <inline-formula id="j_nejsds97_ineq_133"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{2}}$]]></tex-math></alternatives></inline-formula>, with no neighboring pixels containing a different label.</p>
<p>At water level around <inline-formula id="j_nejsds97_ineq_134"><alternatives><mml:math>
<mml:mo>−</mml:mo>
<mml:mn>10.2</mml:mn></mml:math><tex-math><![CDATA[$-10.2$]]></tex-math></alternatives></inline-formula>, shown in Figure <xref rid="j_nejsds97_fig_004">4</xref> (C), the water from the two different basins begins to touch. The water from the two catch basins corresponding to <inline-formula id="j_nejsds97_ineq_135"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{1}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_136"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{2}}$]]></tex-math></alternatives></inline-formula> meet at the unlabeled pixel <inline-formula id="j_nejsds97_ineq_137"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${p_{0}}$]]></tex-math></alternatives></inline-formula> with a position close to 14, plotted in the x-coordinate. The Euclidean distances between <inline-formula id="j_nejsds97_ineq_138"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${p_{0}}$]]></tex-math></alternatives></inline-formula> and the local minima are utilized to determine its assignment, and a watershed line is formed. The Euclidean distance between <inline-formula id="j_nejsds97_ineq_139"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${p_{0}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_140"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{2}}$]]></tex-math></alternatives></inline-formula> (<inline-formula id="j_nejsds97_ineq_141"><alternatives><mml:math>
<mml:mo stretchy="false">≈</mml:mo>
<mml:mn>5.01</mml:mn></mml:math><tex-math><![CDATA[$\approx 5.01$]]></tex-math></alternatives></inline-formula> units) is smaller than the distance between <inline-formula id="j_nejsds97_ineq_142"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${p_{0}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_143"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{1}}$]]></tex-math></alternatives></inline-formula> (<inline-formula id="j_nejsds97_ineq_144"><alternatives><mml:math>
<mml:mo stretchy="false">≈</mml:mo>
<mml:mn>5.62</mml:mn></mml:math><tex-math><![CDATA[$\approx 5.62$]]></tex-math></alternatives></inline-formula> units), so <inline-formula id="j_nejsds97_ineq_145"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${p_{0}}$]]></tex-math></alternatives></inline-formula> is grouped with cell 2. The watershed line will serve as the boundary between the two cells.</p>
<p>At the water level 0, the objects are completely segmented, shown in Figure <xref rid="j_nejsds97_fig_004">4</xref> (D). The watershed operation then halts, as this height is used as a stopping point since all cell objects have negative heights in the negative distance map. Additional details of the watershed algorithm, including definitions and edge cases, can be found in [<xref ref-type="bibr" rid="j_nejsds97_ref_055">55</xref>].</p>
<p>Once all objects are segmented by watershed, the average foreground object pixel count is calculated. To filter out any noise that may have been included as a foreground object, all objects with pixel counts less than or equal to 15% of the average are removed. If an object is touching the image boundary, the threshold count for removal is reduced to 5% of the average, as some objects could be partially cut off during imaging.</p>
<fig id="j_nejsds97_fig_005">
<label>Figure 5</label>
<caption>
<p>Violin plots of RMSE for five methods applied to the Branin function and the linear diffusion equation across various noise levels. Each experiment is repeated 10 times. The Fast-Mat and Fast-Exp represent the fast GPs with Matérn kernels in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) and exponential kernels, respectively.</p>
</caption>
<graphic xlink:href="nejsds97_g005.jpg"/>
</fig>
</sec>
</sec>
<sec id="j_nejsds97_s_009">
<label>4</label>
<title>Numerical Studies of Image Denoising</title>
<p>In this section, we numerically compare our fast GPs with several alternative methods by simulated experiments. The comparison includes the fast GP of a Matérn kernel with roughness parameter being 2.5 in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) and the exponential kernels <inline-formula id="j_nejsds97_ineq_146"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mo movablelimits="false">exp</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mo>−</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" stretchy="false">/</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">γ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${K_{l}}({d_{l}})=\exp (-{d_{l}}/{\gamma _{l}})$]]></tex-math></alternatives></inline-formula> where <inline-formula id="j_nejsds97_ineq_147"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${d_{l}}$]]></tex-math></alternatives></inline-formula> is the distance of the <italic>l</italic>th coordinate of the input and <inline-formula id="j_nejsds97_ineq_148"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">γ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\gamma _{l}}$]]></tex-math></alternatives></inline-formula> is a range parameter, for <inline-formula id="j_nejsds97_ineq_149"><alternatives><mml:math>
<mml:mi mathvariant="italic">l</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn></mml:math><tex-math><![CDATA[$l=1,2$]]></tex-math></alternatives></inline-formula>. We also include three other alternative methods, the principal component analysis (PCA) [<xref ref-type="bibr" rid="j_nejsds97_ref_003">3</xref>], fast algorithm of multivariate Ornstein-Uhlenbeck processes (FMOU) [<xref ref-type="bibr" rid="j_nejsds97_ref_027">27</xref>], and dynamic mode decomposition (DMD) [<xref ref-type="bibr" rid="j_nejsds97_ref_045">45</xref>]. PCA is commonly used in image denoising by projecting image data onto low-dimensional spaces spanned by the leading eigenvectors of the data covariance matrix. FMOU provides a fast expectation-maximization (E-M) algorithm for parameter estimation in a latent factor model <inline-formula id="j_nejsds97_ineq_150"><alternatives><mml:math>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mi mathvariant="bold">Z</mml:mi>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="bold-italic">ϵ</mml:mi></mml:math><tex-math><![CDATA[$\mathbf{Y}={\mathbf{U}_{0}}\mathbf{Z}+\boldsymbol{\epsilon }$]]></tex-math></alternatives></inline-formula>, where <inline-formula id="j_nejsds97_ineq_151"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{U}_{0}}$]]></tex-math></alternatives></inline-formula> is an orthogonal factor loading matrix and <inline-formula id="j_nejsds97_ineq_152"><alternatives><mml:math>
<mml:mi mathvariant="bold">Z</mml:mi>
<mml:mo>=</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">z</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">z</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">d</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo fence="true" stretchy="false">]</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[$\mathbf{Z}={[{\mathbf{z}_{1}},\dots ,{\mathbf{z}_{d}}]^{T}}$]]></tex-math></alternatives></inline-formula> consists of <italic>d</italic> independent latent processes, each modeled as an Ornstein-Uhlenbeck process with distinct correlation and variance parameters, and <inline-formula id="j_nejsds97_ineq_153"><alternatives><mml:math>
<mml:mi mathvariant="bold-italic">ϵ</mml:mi></mml:math><tex-math><![CDATA[$\boldsymbol{\epsilon }$]]></tex-math></alternatives></inline-formula> are independent Gaussian noises. In each E-M iteration, parameters are updated using closed-form expressions. DMD is popular in video processing to extract the spatiotemporal structure in nonlinear dynamical systems of high-dimensions. It assumes a linear transition matrix <bold>A</bold>, estimated as <inline-formula id="j_nejsds97_ineq_154"><alternatives><mml:math><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">A</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mo movablelimits="false">argmin</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="bold">A</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo stretchy="false">|</mml:mo>
<mml:mo stretchy="false">|</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mo>:</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo>
<mml:mi mathvariant="bold">A</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>:</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo stretchy="false">|</mml:mo>
<mml:mo stretchy="false">|</mml:mo></mml:math><tex-math><![CDATA[$\hat{\mathbf{A}}={\operatorname{argmin}_{\mathbf{A}}}||{\mathbf{Y}_{2:{n_{2}}}}-\mathbf{A}{\mathbf{Y}_{1:{n_{2}}-1}}||$]]></tex-math></alternatives></inline-formula>, where <inline-formula id="j_nejsds97_ineq_155"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mo>:</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{Y}_{2:{n_{2}}}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_156"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>:</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{Y}_{1:{n_{2}}-1}}$]]></tex-math></alternatives></inline-formula> represent the last and first <inline-formula id="j_nejsds97_ineq_157"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn></mml:math><tex-math><![CDATA[${n_{2}}-1$]]></tex-math></alternatives></inline-formula> columns of <bold>Y</bold>, respectively. An efficient algorithm, known as exact DMD [<xref ref-type="bibr" rid="j_nejsds97_ref_054">54</xref>], is proposed to identify the leading eigenpairs of <bold>A</bold> with computational complexity of <inline-formula id="j_nejsds97_ineq_158"><alternatives><mml:math>
<mml:mo movablelimits="false">min</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="script">O</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="script">O</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\min (\mathcal{O}({n_{1}}{n_{2}^{2}}),\mathcal{O}({n_{1}^{2}}{n_{2}}))$]]></tex-math></alternatives></inline-formula>.</p>
<p>We study two examples. In the first example, we studied two scenarios, where the means of the observations follow the Branin function [<xref ref-type="bibr" rid="j_nejsds97_ref_036">36</xref>] and the linear diffusion equation [<xref ref-type="bibr" rid="j_nejsds97_ref_031">31</xref>], respectively. In the second example, the means of the observations are images of cell nuclei and whole cells.</p>
<fig id="j_nejsds97_fig_006">
<label>Figure 6</label>
<caption>
<p>Violin plots of RMSE for five methods applied to images of noisy cell nuclei and whole cells across various noise levels. Each experiment is repeated 10 times. The Fast-Mat and Fast-Exp represent the fast GPs with Matérn kernels in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) and exponential kernels, respectively.</p>
</caption>
<graphic xlink:href="nejsds97_g006.jpg"/>
</fig>
<statement id="j_nejsds97_stat_002"><label>Example 1.</label>
<p><italic>In this example, we use the Branin function and linear diffusion equation to generate the mean of the images.</italic> 
<list>
<list-item id="j_nejsds97_li_003">
<label>1.</label>
<p><italic>(Branin function) The mean of the observation is defined by the Branin function</italic> 
<disp-formula id="j_nejsds97_eq_017">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mi mathvariant="italic">f</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mi mathvariant="italic">a</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo>
<mml:mi mathvariant="italic">b</mml:mi>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">c</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>−</mml:mo>
<mml:mi mathvariant="italic">r</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>+</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd"/>
<mml:mtd class="align-even">
<mml:mi mathvariant="italic">s</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
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<mml:mi mathvariant="italic">t</mml:mi>
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<mml:mo movablelimits="false">cos</mml:mo>
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<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
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</mml:mrow>
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<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">s</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}f({x_{1}},{x_{2}})=& a{({x_{2}}-b{x_{1}^{2}}+c{x_{1}}-r)^{2}}+\\ {} & s(1-t)\cos ({x_{1}})+s,\end{aligned}\]]]></tex-math></alternatives>
</disp-formula> 
<italic>where</italic> <inline-formula id="j_nejsds97_ineq_159"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo stretchy="false">∈</mml:mo>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mo>−</mml:mo>
<mml:mn>5</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>10</mml:mn>
<mml:mo fence="true" stretchy="false">]</mml:mo></mml:math><tex-math><![CDATA[${x_{1}}\in [-5,10]$]]></tex-math></alternatives></inline-formula> <italic>and</italic> <inline-formula id="j_nejsds97_ineq_160"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo stretchy="false">∈</mml:mo>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>15</mml:mn>
<mml:mo fence="true" stretchy="false">]</mml:mo></mml:math><tex-math><![CDATA[${x_{2}}\in [0,15]$]]></tex-math></alternatives></inline-formula><italic>. The default parameter values are:</italic> <inline-formula id="j_nejsds97_ineq_161"><alternatives><mml:math>
<mml:mi mathvariant="italic">a</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn></mml:math><tex-math><![CDATA[$a=1$]]></tex-math></alternatives></inline-formula><italic>,</italic> <inline-formula id="j_nejsds97_ineq_162"><alternatives><mml:math>
<mml:mi mathvariant="italic">b</mml:mi>
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<mml:mfrac>
<mml:mrow>
<mml:mn>5.1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>4</mml:mn>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">π</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfrac>
</mml:mstyle></mml:math><tex-math><![CDATA[$b=\frac{5.1}{4{\pi ^{2}}}$]]></tex-math></alternatives></inline-formula><italic>,</italic> <inline-formula id="j_nejsds97_ineq_163"><alternatives><mml:math>
<mml:mi mathvariant="italic">c</mml:mi>
<mml:mo>=</mml:mo><mml:mstyle displaystyle="false">
<mml:mfrac>
<mml:mrow>
<mml:mn>5</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">π</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle></mml:math><tex-math><![CDATA[$c=\frac{5}{\pi }$]]></tex-math></alternatives></inline-formula><italic>,</italic> <inline-formula id="j_nejsds97_ineq_164"><alternatives><mml:math>
<mml:mi mathvariant="italic">r</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>6</mml:mn></mml:math><tex-math><![CDATA[$r=6$]]></tex-math></alternatives></inline-formula><italic>,</italic> <inline-formula id="j_nejsds97_ineq_165"><alternatives><mml:math>
<mml:mi mathvariant="italic">s</mml:mi>
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<mml:mn>10</mml:mn></mml:math><tex-math><![CDATA[$s=10$]]></tex-math></alternatives></inline-formula> <italic>and</italic> <inline-formula id="j_nejsds97_ineq_166"><alternatives><mml:math>
<mml:mi mathvariant="italic">t</mml:mi>
<mml:mo>=</mml:mo><mml:mstyle displaystyle="false">
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>8</mml:mn>
<mml:mi mathvariant="italic">π</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle></mml:math><tex-math><![CDATA[$t=\frac{1}{8\pi }$]]></tex-math></alternatives></inline-formula><italic>. The input domain is discretized into a uniform grid with</italic> <inline-formula id="j_nejsds97_ineq_167"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mn>100</mml:mn></mml:math><tex-math><![CDATA[${n_{1}}=100$]]></tex-math></alternatives></inline-formula> <italic>points along the</italic> <inline-formula id="j_nejsds97_ineq_168"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${x_{1}}$]]></tex-math></alternatives></inline-formula><italic>-axis and</italic> <inline-formula id="j_nejsds97_ineq_169"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mn>100</mml:mn></mml:math><tex-math><![CDATA[${n_{2}}=100$]]></tex-math></alternatives></inline-formula> <italic>points along the</italic> <inline-formula id="j_nejsds97_ineq_170"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${x_{2}}$]]></tex-math></alternatives></inline-formula><italic>-axis. The observations are generated by</italic> <inline-formula id="j_nejsds97_ineq_171"><alternatives><mml:math>
<mml:mi mathvariant="italic">y</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mi mathvariant="italic">f</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">ϵ</mml:mi></mml:math><tex-math><![CDATA[$y({x_{1}},{x_{2}})=f({x_{1}},{x_{2}})+\epsilon $]]></tex-math></alternatives></inline-formula><italic>, where ϵ is an independent Gaussian noise with the noise variance</italic> <inline-formula id="j_nejsds97_ineq_172"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo stretchy="false">∈</mml:mo>
<mml:mo fence="true" stretchy="false">{</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>5</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo fence="true" stretchy="false">}</mml:mo></mml:math><tex-math><![CDATA[${\sigma _{0}^{2}}\in \{{1^{2}},{5^{2}},{10^{2}}\}$]]></tex-math></alternatives></inline-formula><italic>.</italic></p>
</list-item>
<list-item id="j_nejsds97_li_004">
<label>2.</label>
<p><italic>(Linear diffusion) The mean of the observation is governed by the partial differential equation</italic> 
<disp-formula id="j_nejsds97_eq_018">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:mi>∂</mml:mi>
<mml:mi mathvariant="italic">f</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">x</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">t</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi>∂</mml:mi>
<mml:mi mathvariant="italic">t</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo>=</mml:mo>
<mml:mi mathvariant="italic">D</mml:mi><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>∂</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mi mathvariant="italic">f</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">x</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">t</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi>∂</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ \frac{\partial f(x,t)}{\partial t}=D\frac{{\partial ^{2}}f(x,t)}{\partial {x^{2}}},\]]]></tex-math></alternatives>
</disp-formula> 
<italic>where</italic> <inline-formula id="j_nejsds97_ineq_173"><alternatives><mml:math>
<mml:mi mathvariant="italic">f</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">x</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">t</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$f(x,t)$]]></tex-math></alternatives></inline-formula> <italic>represents the concentration of the diffusing material at location x and time t, and D is the diffusion coefficient. We set</italic> <inline-formula id="j_nejsds97_ineq_174"><alternatives><mml:math>
<mml:mi mathvariant="italic">D</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn></mml:math><tex-math><![CDATA[$D=1$]]></tex-math></alternatives></inline-formula> <italic>and discretize the spatial domain</italic> <inline-formula id="j_nejsds97_ineq_175"><alternatives><mml:math>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo fence="true" stretchy="false">]</mml:mo></mml:math><tex-math><![CDATA[$[0,1]$]]></tex-math></alternatives></inline-formula> <italic>into</italic> 200 <italic>equally spaced grid points. The initial condition is set as</italic> <inline-formula id="j_nejsds97_ineq_176"><alternatives><mml:math>
<mml:mi mathvariant="italic">f</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">x</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mn>0</mml:mn></mml:math><tex-math><![CDATA[$f(x,0)=0$]]></tex-math></alternatives></inline-formula><italic>, with a boundary condition at one end, maintaining a constant external concentration of 1. The signal is simulated over the time interval</italic> <inline-formula id="j_nejsds97_ineq_177"><alternatives><mml:math>
<mml:mi mathvariant="italic">t</mml:mi>
<mml:mo stretchy="false">∈</mml:mo>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0.2</mml:mn>
<mml:mo fence="true" stretchy="false">]</mml:mo></mml:math><tex-math><![CDATA[$t\in [0,0.2]$]]></tex-math></alternatives></inline-formula> <italic>using</italic> 200 <italic>time steps, computed with a numerical solver</italic> <italic>[</italic><xref ref-type="bibr" rid="j_nejsds97_ref_049"><italic>49</italic></xref><italic>]. The observations are generated by</italic> <inline-formula id="j_nejsds97_ineq_178"><alternatives><mml:math>
<mml:mi mathvariant="italic">y</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">x</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">t</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo>
<mml:mi mathvariant="italic">f</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">x</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">t</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">ϵ</mml:mi></mml:math><tex-math><![CDATA[$y(x,t)=f(x,t)+\epsilon $]]></tex-math></alternatives></inline-formula><italic>, where ϵ is an independent Gaussian noise. We evaluate the model performance under three configurations with noise variances</italic> <inline-formula id="j_nejsds97_ineq_179"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo stretchy="false">∈</mml:mo>
<mml:mo fence="true" stretchy="false">{</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>0.05</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo>.</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo>.</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo fence="true" stretchy="false">}</mml:mo></mml:math><tex-math><![CDATA[${\sigma _{0}^{2}}\in \{{0.05^{2}},0.{1^{2}},0.{3^{2}}\}$]]></tex-math></alternatives></inline-formula><italic>.</italic></p>
</list-item>
</list>
</p></statement><statement id="j_nejsds97_stat_003"><label>Example 2</label>
<title>(Cell images).</title>
<p><italic>We consider two noisy cell microscopy images</italic> <italic>[</italic><xref ref-type="bibr" rid="j_nejsds97_ref_032"><italic>32</italic></xref><italic>]: one for cell nuclei and the other for the whole cell. Independent Gaussian noise with</italic> <inline-formula id="j_nejsds97_ineq_180"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:mo stretchy="false">∈</mml:mo>
<mml:mo fence="true" stretchy="false">{</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo>.</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo>.</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo>.</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>5</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo fence="true" stretchy="false">}</mml:mo></mml:math><tex-math><![CDATA[${\sigma _{0}^{2}}\in \{0.{1^{2}},0.{3^{2}},0.{5^{2}}\}$]]></tex-math></alternatives></inline-formula> <italic>is added to each image to generate the observations.</italic></p></statement>
<p>To compare the model performance in noise filtering, we consider the error of the predictive mean of the noisy observations, quantified by the root mean squared error (RMSE): 
<disp-formula id="j_nejsds97_eq_019">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mtext>RMSE</mml:mtext>
<mml:mo>=</mml:mo>
<mml:msqrt>
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mo largeop="false" movablelimits="false">∑</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msubsup>
<mml:msubsup>
<mml:mrow>
<mml:mo largeop="false" movablelimits="false">∑</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>−</mml:mo>
<mml:mo mathvariant="double-struck" movablelimits="false">E</mml:mo>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mi mathvariant="italic">y</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo fence="true" stretchy="false">]</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
</mml:mrow>
</mml:msqrt>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ \text{RMSE}=\sqrt{\frac{{\textstyle\textstyle\sum _{i=1}^{{n_{1}}}}{\textstyle\textstyle\sum _{j=1}^{{n_{2}}}}{(\hat{y}({\mathbf{x}_{i,j}})-\mathbb{E}[y({\mathbf{x}_{i,j}})])^{2}}}{{n_{1}}{n_{2}}}},\]]]></tex-math></alternatives>
</disp-formula> 
where <inline-formula id="j_nejsds97_ineq_181"><alternatives><mml:math><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\hat{y}({\mathbf{x}_{i,j}})$]]></tex-math></alternatives></inline-formula> is the estimated mean of <inline-formula id="j_nejsds97_ineq_182"><alternatives><mml:math>
<mml:mi mathvariant="italic">y</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$y({\mathbf{x}_{i,j}})$]]></tex-math></alternatives></inline-formula>.</p>
<p>Figure <xref rid="j_nejsds97_fig_005">5</xref> presents the RMSE in estimating the mean, based on the data-generating processes described in Example <xref rid="j_nejsds97_stat_002">1</xref>. Our fast GPs with the Matérn kernel in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) consistently achieve the highest accuracy across varying noise levels in both scenarios. This is because GPs with separable kernels capture spatial dependencies in both input directions, which are crucial for modeling images. In contrast, PCA implicitly assumes that the prior in one direction is independent, as the corresponding probabilistic model assumes that the latent factors are distributed as a standard Gaussian distribution [<xref ref-type="bibr" rid="j_nejsds97_ref_052">52</xref>]. Though DMD and FMOU assume the latent factors are from Gaussian processes, which capture output correlation over one input dimension, the latent factor loading matrix is estimated without modeling the correlation over the other input by a kernel function. In comparison, Fast GPs with Matérn kernel directly model the correlation over two inputs through a product kernel, which induces better predictions of the signals. Additionally, since DMD implicitly assumes a noise-free model [<xref ref-type="bibr" rid="j_nejsds97_ref_018">18</xref>], leading to degraded performance as noise variance increases. Figure S6 in the Supplementary Material shows the predictive signal by Fast GPs with Matérn kernel from noisy observations generated by the Branin function and the linear diffusion equation, which demonstrates close alignment with the ground truth.</p>
<fig id="j_nejsds97_fig_007">
<label>Figure 7</label>
<caption>
<p>(A) True mean of cell nuclei. (B) Noisy observation of cell nuclei (<inline-formula id="j_nejsds97_ineq_183"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mn>0.1</mml:mn></mml:math><tex-math><![CDATA[${\sigma _{0}}=0.1$]]></tex-math></alternatives></inline-formula>). (C) Predictive mean of cell nuclei by fast GPs on lattice data with Matérn kernels in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>). (D) True mean of the whole cell. (E) Noisy observation of the whole cell (<inline-formula id="j_nejsds97_ineq_184"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mn>0.1</mml:mn></mml:math><tex-math><![CDATA[${\sigma _{0}}=0.1$]]></tex-math></alternatives></inline-formula>). (F) Predictive mean of the whole cell by Fast GPs on lattice data with Matérn kernels.</p>
</caption>
<graphic xlink:href="nejsds97_g007.jpg"/>
</fig>
<p>Figure <xref rid="j_nejsds97_fig_006">6</xref> compares the accuracy of five approaches in denoising cell nuclei and whole-cell images in Example <xref rid="j_nejsds97_stat_003">2</xref>. The fast GPs with Matérn and exponential kernels significantly outperform PCA, FMOU and DMD across all settings, owing to their ability to estimate correlation parameters in both directions. Figure <xref rid="j_nejsds97_fig_007">7</xref> plots the signal, noisy observations, and predictive mean from the fast GPs with a Matérn kernel in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) for denoising the noisy cell images. The predictive mean is close to the latent mean of the observations.</p>
<fig id="j_nejsds97_fig_008">
<label>Figure 8</label>
<caption>
<p>Comparison of the computational time in seconds for evaluating the profile likelihood of <inline-formula id="j_nejsds97_ineq_185"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{Y}_{v}}$]]></tex-math></alternatives></inline-formula> using direct and fast computation under varying sample sizes <italic>N</italic>. The direct computation with the exponential kernel (Direct-Exp) is plotted as orange dots; the direct computation with the Matérn kernels in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) (Direct-Mat) is plotted as green triangles; 3) the fast computation with the exponential kernel (Fast-Exp) is plotted as pink squares; The fast computation with the Matérn kernels in Equation (<xref rid="j_nejsds97_eq_003">2.3</xref>) (Fast-Mat) is plotted as blue crosses. The left panel shows the computational time in seconds (original scale), while the right panel displays the logarithmic scale.</p>
</caption>
<graphic xlink:href="nejsds97_g008.jpg"/>
</fig>
<p>Additionally, we compare the computational cost of evaluating the profile likelihood by direct computation and fast computation. Simulations are conducted across varying sample sizes, ranging from <inline-formula id="j_nejsds97_ineq_186"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${10^{2}}$]]></tex-math></alternatives></inline-formula> to <inline-formula id="j_nejsds97_ineq_187"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mn>80</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${80^{2}}$]]></tex-math></alternatives></inline-formula>. As shown in Figure <xref rid="j_nejsds97_fig_008">8</xref>, the fast algorithm in Equation (<xref rid="j_nejsds97_eq_009">2.9</xref>) significantly reduces computational time compared to the direct approach, particularly for large sample sizes.</p>
</sec>
<sec id="j_nejsds97_s_010">
<label>5</label>
<title>Numerical Studies of Cell Segmentation</title>
<sec id="j_nejsds97_s_011">
<label>5.1</label>
<title>Criteria and Methods</title>
<p>We use microscopy images of human dermal fibroblasts (hDFs) in [<xref ref-type="bibr" rid="j_nejsds97_ref_032">32</xref>] for testing different approaches. More details on the experimental conditions and techniques can be found in Section S7 in the Supplementary Material. These images contain both nuclei and cytoplasm channels, and evaluation of the proposed GP-based segmentation method was performed on both channels.</p>
<p>To evaluate the accuracy of the truth and segmentation results, we compare the area of overlap between the detected object and the true object relative to the overall union area of the two objects [<xref ref-type="bibr" rid="j_nejsds97_ref_039">39</xref>]. Let <italic>g</italic> represent a ground truth mask and <italic>p</italic> a predicted mask. The Intersection over Union (IoU) metric between <italic>g</italic> and <italic>p</italic> is defined as: 
<disp-formula id="j_nejsds97_eq_020">
<label>(5.1)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mtext>IoU</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">g</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">p</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:mo stretchy="false">|</mml:mo>
<mml:mi mathvariant="italic">g</mml:mi>
<mml:mo>∩</mml:mo>
<mml:mi mathvariant="italic">p</mml:mi>
<mml:mo stretchy="false">|</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">|</mml:mo>
<mml:mi mathvariant="italic">g</mml:mi>
<mml:mo>∪</mml:mo>
<mml:mi mathvariant="italic">p</mml:mi>
<mml:mo stretchy="false">|</mml:mo>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ \text{IoU}(g,p)=\frac{|g\cap p|}{|g\cup p|}.\]]]></tex-math></alternatives>
</disp-formula> 
A higher IoU indicates a better match between the predictive mask and true mask of an object, with the perfect match occurring at an IoU of 1. We test several levels of IoU for each method: <inline-formula id="j_nejsds97_ineq_188"><alternatives><mml:math>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo>=</mml:mo>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mn>0.5</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0.55</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0.6</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0.65</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0.7</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0.75</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0.8</mml:mn>
<mml:mo fence="true" stretchy="false">]</mml:mo></mml:math><tex-math><![CDATA[$\alpha =[0.5,0.55,0.6,0.65,0.7,0.75,0.8]$]]></tex-math></alternatives></inline-formula>. When <inline-formula id="j_nejsds97_ineq_189"><alternatives><mml:math>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>0.6</mml:mn></mml:math><tex-math><![CDATA[$\alpha =0.6$]]></tex-math></alternatives></inline-formula>, for instance, it means that whenever the IoU defined in Equation (<xref rid="j_nejsds97_eq_020">5.1</xref>) of a cell is larger than 0.6 by a certain method, this object will be classified as a true positive for this method. The range of thresholds allows us to assess image segmentation performance under distinct precision levels for defining true positives.</p>
<p>The average precision metric (<inline-formula id="j_nejsds97_ineq_190"><alternatives><mml:math>
<mml:mtext>AP</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\text{AP}(\alpha )$]]></tex-math></alternatives></inline-formula>) at each IoU threshold <inline-formula id="j_nejsds97_ineq_191"><alternatives><mml:math>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo stretchy="false">∈</mml:mo>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo fence="true" stretchy="false">]</mml:mo></mml:math><tex-math><![CDATA[$\alpha \in [0,1]$]]></tex-math></alternatives></inline-formula> is often used for evaluating the correction of image segmentation [<xref ref-type="bibr" rid="j_nejsds97_ref_050">50</xref>]. For <inline-formula id="j_nejsds97_ineq_192"><alternatives><mml:math>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo stretchy="false">∈</mml:mo>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mn>0</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo fence="true" stretchy="false">]</mml:mo></mml:math><tex-math><![CDATA[$\alpha \in [0,1]$]]></tex-math></alternatives></inline-formula>, a True Positive (TP) means that the ground truth mask <italic>g</italic> is matched to a predicted mask <italic>p</italic> with <inline-formula id="j_nejsds97_ineq_193"><alternatives><mml:math>
<mml:mtext>IoU</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">g</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">p</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo stretchy="false">≥</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi></mml:math><tex-math><![CDATA[$\text{IoU}(g,p)\ge \alpha $]]></tex-math></alternatives></inline-formula>. Otherwise, unmatched predicted masks are counted as False Positives (FP), and unmatched ground truth masks are counted as False Negatives (FN). The <inline-formula id="j_nejsds97_ineq_194"><alternatives><mml:math>
<mml:mtext>AP</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\text{AP}(\alpha )$]]></tex-math></alternatives></inline-formula> is calculated as follows: 
<disp-formula id="j_nejsds97_eq_021">
<label>(5.2)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mtext>AP</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>=</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:mtext>TP</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mtext>TP</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>+</mml:mo>
<mml:mtext>FP</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>+</mml:mo>
<mml:mtext>FN</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ \text{AP}(\alpha )=\frac{\text{TP}(\alpha )}{\text{TP}(\alpha )+\text{FP}(\alpha )+\text{FN}(\alpha )}.\]]]></tex-math></alternatives>
</disp-formula>
</p>
<p>We compare <sans-serif>ImageJ</sans-serif> segmentation and the GP-based unsupervised detection algorithm developed in this work. We followed the conventional processing steps in <sans-serif>ImageJ</sans-serif> to generate the cell masks [<xref ref-type="bibr" rid="j_nejsds97_ref_046">46</xref>]. All input images are converted to grayscale. To detect the foreground and background pixels, a threshold was set for each image using the default methods. To reduce noises in <sans-serif>ImageJ</sans-serif>, a despeckle operation, which applies a <inline-formula id="j_nejsds97_ineq_195"><alternatives><mml:math>
<mml:mn>3</mml:mn>
<mml:mo>×</mml:mo>
<mml:mn>3</mml:mn></mml:math><tex-math><![CDATA[$3\times 3$]]></tex-math></alternatives></inline-formula> median filter, was then applied to each image. A watershed algorithm was used to ensure better separation of connecting cells. Finally, the cell masks were generated. The cell size is selected to be larger than 30 pixels. Then, the binary image and the labeled mask can be generated in <sans-serif>ImageJ</sans-serif>. A detailed description of each step in this process for <sans-serif>ImageJ</sans-serif> can be found in Section S8 in the Supplementary Material.</p>
<fig id="j_nejsds97_fig_009">
<label>Figure 9</label>
<caption>
<p>Results for segmenting cell nuclei. (A) AP scores for GP-based segmentation and <sans-serif>ImageJ</sans-serif> across different thresholds. (B) Boxplots of AP scores for each method. These plots are created using the APs for each of the 5 images using each method across different thresholds. (C) True boundaries of the fifth test image with <inline-formula id="j_nejsds97_ineq_196"><alternatives><mml:math>
<mml:mn>1024</mml:mn>
<mml:mo>×</mml:mo>
<mml:mn>1024</mml:mn></mml:math><tex-math><![CDATA[$1024\times 1024$]]></tex-math></alternatives></inline-formula> pixels. (D) Boundaries generated by the GP-based method for the fifth test image. (E) Boundaries generated using <sans-serif>ImageJ</sans-serif> for the fifth test image.</p>
</caption>
<graphic xlink:href="nejsds97_g009.jpg"/>
</fig>
</sec>
<sec id="j_nejsds97_s_012">
<label>5.2</label>
<title>Image Segmentation Results for Cell Nuclei</title>
<p>We first use five images of cell nuclei to test different methods. We choose a wide range of image sizes to test methods for images with different sizes. The smallest dimension of these images is <inline-formula id="j_nejsds97_ineq_197"><alternatives><mml:math>
<mml:mn>374</mml:mn>
<mml:mo>×</mml:mo>
<mml:mn>250</mml:mn></mml:math><tex-math><![CDATA[$374\times 250$]]></tex-math></alternatives></inline-formula>, and the largest image is <inline-formula id="j_nejsds97_ineq_198"><alternatives><mml:math>
<mml:mn>962</mml:mn>
<mml:mo>×</mml:mo>
<mml:mn>1128</mml:mn></mml:math><tex-math><![CDATA[$962\times 1128$]]></tex-math></alternatives></inline-formula>. The experimental details of these images are shown in Table S1 in the Supplementary Material.</p>
<p>In panel (A) of Figure <xref rid="j_nejsds97_fig_009">9</xref>, we plot the <inline-formula id="j_nejsds97_ineq_199"><alternatives><mml:math>
<mml:mtext>AP</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\text{AP}(\alpha )$]]></tex-math></alternatives></inline-formula> between the GP-based segmentation and <sans-serif>ImageJ</sans-serif> segmentation methods by solid lines and dashed lines, respectively, for 5 test images of nuclei at distinct threshold <italic>α</italic>. For any image and threshold level, the solid line is almost always above the dashed line with the same color, as the GP-based method consistently achieves higher AP than <sans-serif>ImageJ</sans-serif> at any threshold level <italic>α</italic>. The performance gap becomes more obvious at intermediate IoU thresholds between 0.6 to 0.7, which means that the GP-based method performs better at recovering the overall structure of the object than <sans-serif>ImageJ</sans-serif>. The AP score of both methods drops at a high IoU threshold, as the annotated object may not be fully accurate, which can affect defining the truth. Panel (B) in Figure <xref rid="j_nejsds97_fig_009">9</xref> shows the distribution of these AP scores from GPs and <sans-serif>ImageJ</sans-serif> segmentation methods averaged at each threshold. Similar to the results in panel (A), the GP-based method achieves higher median AP scores across all thresholds. The difference between the GP-based method and <sans-serif>ImageJ</sans-serif> is more pronounced at a high threshold level, such as <inline-formula id="j_nejsds97_ineq_200"><alternatives><mml:math>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>0.75</mml:mn></mml:math><tex-math><![CDATA[$\alpha =0.75$]]></tex-math></alternatives></inline-formula> or <inline-formula id="j_nejsds97_ineq_201"><alternatives><mml:math>
<mml:mi mathvariant="italic">α</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>0.8</mml:mn></mml:math><tex-math><![CDATA[$\alpha =0.8$]]></tex-math></alternatives></inline-formula>, where the boxes of two colors nearly have no overlap, indicating that GP-based method better capture the fine-scale boundary details than <sans-serif>ImageJ</sans-serif>.</p>
<p>The true annotated boundaries, those generated by the GP-based method, and those generated by <sans-serif>ImageJ</sans-serif> of the fifth test image are plotted in Figure <xref rid="j_nejsds97_fig_009">9</xref> (C)-(E). The GP-based image segmentation method generally produces smoother, more continuous boundaries capturing the actual cell nuclei, even in cases where cells were closely clustered. In contrast, the <sans-serif>ImageJ</sans-serif> segmentation method sometimes produces fragmented boundaries and erroneously segmented individual nuclei into multiple smaller regions, especially in regions where the variations of pixel intensity are large. Additionally, <sans-serif>ImageJ</sans-serif> fails to detect multiple cells entirely. Further image refinement may be achieved using additional plug-ins or filters from <sans-serif>ImageJ</sans-serif>. However, this process would require extensive human intervention for trial and error, which would substantially increase the image processing time.</p>
</sec>
<sec id="j_nejsds97_s_013">
<label>5.3</label>
<title>Image Segmentation Results for Whole Cells</title>
<fig id="j_nejsds97_fig_010">
<label>Figure 10</label>
<caption>
<p>Results for segmenting whole cells. (A) AP scores for GP-based segmentation and <sans-serif>ImageJ</sans-serif> across different thresholds. (B) Boxplots of AP scores for each method. (C) True boundaries of the first test image with <inline-formula id="j_nejsds97_ineq_202"><alternatives><mml:math>
<mml:mn>602</mml:mn>
<mml:mo>×</mml:mo>
<mml:mn>600</mml:mn></mml:math><tex-math><![CDATA[$602\times 600$]]></tex-math></alternatives></inline-formula> pixels. (D) Boundaries generated by the GP-based method of the first test image. (E) Same for panel (D) but generated using <sans-serif>ImageJ</sans-serif>.</p>
</caption>
<graphic xlink:href="nejsds97_g010.jpg"/>
</fig>
<p>We compare the performance of the GP-based segmentation method and the <sans-serif>ImageJ</sans-serif> method for five whole-cell images. The smallest image is <inline-formula id="j_nejsds97_ineq_203"><alternatives><mml:math>
<mml:mn>602</mml:mn>
<mml:mo>×</mml:mo>
<mml:mn>600</mml:mn></mml:math><tex-math><![CDATA[$602\times 600$]]></tex-math></alternatives></inline-formula>, and the largest is <inline-formula id="j_nejsds97_ineq_204"><alternatives><mml:math>
<mml:mn>1000</mml:mn>
<mml:mo>×</mml:mo>
<mml:mn>1000</mml:mn></mml:math><tex-math><![CDATA[$1000\times 1000$]]></tex-math></alternatives></inline-formula>.</p>
<p>Panel (A) of Figure <xref rid="j_nejsds97_fig_010">10</xref> shows the AP with different thresholds by the two methods for five images of whole cells. The variation of AP by both methods for the five images of whole cells is larger than the five images of the nuclei images. This is expected as segmenting whole cells is much more challenging due to the distinct shapes of the whole-cell images and more objects connecting to each other. Nonetheless, the solid line representing the AP for the GP-based method is again almost always above the dashed line representing the AP of the ImageJ segmentation results with the same color for all thresholds, meaning that the GP method consistently achieves higher AP scores than <sans-serif>ImageJ</sans-serif>. Both methods show much lower precision at a smaller IoU threshold, as correctly identifying irregular boundary shapes in connecting whole cells is extremely hard to capture. Such boundaries also pose challenges for humans to annotate, and for supervised methods to segment, even when annotated data are available.</p>
<p>Panel (B) of Figure <xref rid="j_nejsds97_fig_010">10</xref> shows the distribution of the AP scores between the two methods. Compared to the segmentation results of the cell nuclei, the improvement by the GP-based segmentation methods is more pronounced for images of whole cells. The variation of AP by the GP-based segmentation is larger for whole-cell images than the ones for the images of nuclei, due to the difficulty in identifying the whole-cell shape either by statistical learning methods or by humans.</p>
<p>The ground truth boundaries, the GP-based method generated boundaries, and the ImageJ generated boundaries of the first text image are given in panels (C)-(E) in Figure <xref rid="j_nejsds97_fig_010">10</xref>. The GP-based method generally produces boundaries that better fit the actual cell shapes, preserving the irregular shapes of the cell cytoplasm. Although the GP-based method generally better preserves the true cell shapes, cell objects were also often grouped together. In contrast, <sans-serif>ImageJ</sans-serif> segmentation often produces fragmented boundaries and splits individual cell shapes into multiple smaller regions.</p>
</sec>
</sec>
<sec id="j_nejsds97_s_014">
<label>6</label>
<title>Concluding Remarks</title>
<p>In this study, we have presented a scalable cell image segmentation method for both the cell nucleus and cytoplasm. By leveraging fast Gaussian processes, automated thresholding and watershed operations, we have shown that the process is not only more automated, but the results are more precise than other unsupervised segmentation methods, such as <sans-serif>ImageJ</sans-serif>. A key strength of the proposed segmentation algorithm is that it does not rely on parameter tuning or labeled training datasets. The results of our unsupervised method demonstrate versatility across different cell channels, making it an appealing option for more general segmentation tasks beyond cell segmentation.</p>
<p>Several future directions are worth exploring. First, modern microscopes provide time-lapse videos for tracking the changes in cellular behavior over time. A future goal is to integrate our segmentation methods with particle tracking and linking algorithms that solve a linear assignment problem [<xref ref-type="bibr" rid="j_nejsds97_ref_022">22</xref>]. As our approach does not restrict the shape of the object, it can be extended for image segmentation with objects undergoing dynamical changes, including microscopy images for the nucleation and growth process in crystallization [<xref ref-type="bibr" rid="j_nejsds97_ref_056">56</xref>] and protein dynamics [<xref ref-type="bibr" rid="j_nejsds97_ref_026">26</xref>]. Second, when labeled image data are available, it is worthwhile to explore how these data can be used for constraining the shapes of the objects to improve estimation and simultaneously enable segmenting new objects not in the database. Third, the majority of cell segmentation methods are developed for 2D microscopy images. It is of interest to develop cell segmentation methods for microscopy that capture cell behaviors in a 3D environment, such as the orientational order and alignment [<xref ref-type="bibr" rid="j_nejsds97_ref_021">21</xref>]. Similar to some popular cell segmentation tools, such as <sans-serif>Cellpose</sans-serif> [<xref ref-type="bibr" rid="j_nejsds97_ref_050">50</xref>], our approach aims to segment images that contain the same type of cell. A future direction is to leverage techniques in tools such as <sans-serif>CellProfiler</sans-serif> [<xref ref-type="bibr" rid="j_nejsds97_ref_005">5</xref>] to segment images that contain multiple types of cells. Furthermore, the uncertainty is often not quantified by the image segmentation methods, as the segmentation process often contains multiple steps, and the uncertainty from the convolutional neural network is an open question. As we model the image data with a probabilistic model, a future goal is to propagate the uncertainty throughout the analysis for uncertainty quantification.</p>
</sec>
</body>
<back>
<app-group>
<app id="j_nejsds97_app_001"><label>Appendix A</label>
<title>Proof of Lemma <xref rid="j_nejsds97_stat_001">1</xref></title><statement id="j_nejsds97_stat_004"><label>Proof.</label>
<p>We first prove part 1 of the Lemma <xref rid="j_nejsds97_stat_001">1</xref>. Given the eigendecompositions <inline-formula id="j_nejsds97_ineq_205"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup></mml:math><tex-math><![CDATA[${\mathbf{R}_{l}}={\mathbf{U}_{l}}{\boldsymbol{\Lambda }_{l}}{\mathbf{U}_{l}^{T}}$]]></tex-math></alternatives></inline-formula>, where <inline-formula id="j_nejsds97_ineq_206"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo stretchy="false">∈</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="double-struck">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>×</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">l</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${\mathbf{U}_{l}}\in {\mathbb{R}^{{n_{l}}\times {n_{l}}}}$]]></tex-math></alternatives></inline-formula> for <inline-formula id="j_nejsds97_ineq_207"><alternatives><mml:math>
<mml:mi mathvariant="italic">l</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn></mml:math><tex-math><![CDATA[$l=1,2$]]></tex-math></alternatives></inline-formula>. Then the Kronecker product <inline-formula id="j_nejsds97_ineq_208"><alternatives><mml:math><mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">I</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$\mathbf{\tilde{R}}={\mathbf{R}_{2}}\otimes {\mathbf{R}_{1}}+\eta {\mathbf{I}_{N}}$]]></tex-math></alternatives></inline-formula> can be written as, 
<disp-formula id="j_nejsds97_eq_022">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">I</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>⊗</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo fence="true" stretchy="false">]</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>⊗</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">I</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>⊗</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">I</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mi mathvariant="bold">Q</mml:mi><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">Q</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}\mathbf{\tilde{R}}=& {\mathbf{U}_{2}}{\boldsymbol{\Lambda }_{2}}{\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}}{\boldsymbol{\Lambda }_{1}}{\mathbf{U}_{1}^{T}}+\eta {\mathbf{I}_{N}}\\ {} =& [({\mathbf{U}_{2}}{\boldsymbol{\Lambda }_{2}})\otimes ({\mathbf{U}_{1}}{\boldsymbol{\Lambda }_{1}})]({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}})+\eta {\mathbf{I}_{N}}\\ {} =& ({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}})({\boldsymbol{\Lambda }_{2}}\otimes {\boldsymbol{\Lambda }_{1}})({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}})+\eta {\mathbf{I}_{N}}\\ {} =& \mathbf{Q}\tilde{\boldsymbol{\Lambda }}{\mathbf{Q}^{T}},\end{aligned}\]]]></tex-math></alternatives>
</disp-formula> 
where <inline-formula id="j_nejsds97_ineq_209"><alternatives><mml:math>
<mml:mi mathvariant="bold">Q</mml:mi>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$\mathbf{Q}={\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}}$]]></tex-math></alternatives></inline-formula> is an orthogonal matrix, and <inline-formula id="j_nejsds97_ineq_210"><alternatives><mml:math><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
<mml:mo>=</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">I</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$\tilde{\boldsymbol{\Lambda }}=({\boldsymbol{\Lambda }_{2}}\otimes {\boldsymbol{\Lambda }_{1}}+\eta {\mathbf{I}_{N}})$]]></tex-math></alternatives></inline-formula> is a diagonal matrix. Thus, 
<disp-formula id="j_nejsds97_eq_023">
<label>(A.1)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo stretchy="false">|</mml:mo><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
<mml:mo stretchy="false">|</mml:mo>
<mml:mo>=</mml:mo>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∏</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∏</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ |\tilde{\mathbf{R}}|={\prod \limits_{i=1}^{{n_{1}}}}{\prod \limits_{j=1}^{{n_{2}}}}({\lambda _{i,1}}{\lambda _{j,2}}+\eta ).\]]]></tex-math></alternatives>
</disp-formula>
</p>
<p>Denote <inline-formula id="j_nejsds97_ineq_211"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{1}_{N}}={\mathbf{1}_{{n_{2}}}}\otimes {\mathbf{1}_{{n_{1}}}}$]]></tex-math></alternatives></inline-formula> and we have 
<disp-formula id="j_nejsds97_eq_024">
<label>(A.2)</label><alternatives><mml:math display="block">
<mml:mtable displaystyle="true">
<mml:mtr>
<mml:mtd>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">μ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
<mml:mo>=</mml:mo><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[ \hat{\mu }=\frac{{\mathbf{1}_{N}^{T}}{\mathbf{\tilde{R}}^{-1}}{\mathbf{y}_{v}}}{{\mathbf{1}_{N}^{T}}{\mathbf{\tilde{R}}^{-1}}{\mathbf{1}_{N}}}.\]]]></tex-math></alternatives>
</disp-formula> 
The numerator of Equation (<xref rid="j_nejsds97_eq_024">A.2</xref>) can be written as 
<disp-formula id="j_nejsds97_eq_025">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd"/>
<mml:mtd class="align-even">
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">Q</mml:mi><mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">Q</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msup>
<mml:mtext>Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>⊗</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo fence="true" stretchy="false">]</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>⊗</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mtext>Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>⊗</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mtext>Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">Y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}& {\mathbf{1}_{N}^{T}}{\mathbf{\tilde{R}}^{-1}}{\mathbf{y}_{v}}\\ {} =& {\mathbf{1}_{N}^{T}}{(\mathbf{Q}\tilde{\boldsymbol{\Lambda }}{\mathbf{Q}^{T}})^{-1}}{\mathbf{y}_{v}}\\ {} =& {\mathbf{1}_{N}^{T}}{({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}}){\tilde{\boldsymbol{\Lambda }}^{-1}}({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}})^{T}}\text{Vec}(\mathbf{Y})\\ {} =& [({\mathbf{1}_{{n_{2}}}^{T}}{\mathbf{U}_{2}})\otimes ({\mathbf{1}_{{n_{1}}}^{T}}{\mathbf{U}_{1}})]{\tilde{\boldsymbol{\Lambda }}^{-1}}({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}})\text{Vec}(\mathbf{Y})\\ {} =& ({\mathbf{\tilde{u}}_{2}^{T}}\otimes {\mathbf{\tilde{u}}_{1}^{T}}){\tilde{\boldsymbol{\Lambda }}^{-1}}\text{Vec}({\mathbf{U}_{1}^{T}}\mathbf{Y}{\mathbf{U}_{2}})\\ {} =& {\sum \limits_{j=1}^{{n_{2}}}}{\sum \limits_{i=1}^{{n_{1}}}}\frac{{\tilde{u}_{i,1}}{\tilde{Y}_{i,j,0}}{\tilde{u}_{j,2}}}{{\lambda _{i,1}}{\lambda _{j,2}}+\eta }.\end{aligned}\]]]></tex-math></alternatives>
</disp-formula> 
where <inline-formula id="j_nejsds97_ineq_212"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">Y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{Y}_{i,j,0}}$]]></tex-math></alternatives></inline-formula> is the <inline-formula id="j_nejsds97_ineq_213"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$(i,j)$]]></tex-math></alternatives></inline-formula>th entry of the <inline-formula id="j_nejsds97_ineq_214"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>×</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${n_{1}}\times {n_{2}}$]]></tex-math></alternatives></inline-formula> matrix <inline-formula id="j_nejsds97_ineq_215"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mi mathvariant="bold">Y</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{U}_{1}^{T}}\mathbf{Y}{\mathbf{U}_{2}}$]]></tex-math></alternatives></inline-formula>, <inline-formula id="j_nejsds97_ineq_216"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{u}_{i,1}}$]]></tex-math></alternatives></inline-formula> is the <italic>i</italic>th term of <inline-formula id="j_nejsds97_ineq_217"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{\tilde{u}}_{1}}={\mathbf{U}_{1}^{T}}{\mathbf{1}_{{n_{1}}}}$]]></tex-math></alternatives></inline-formula>, and <inline-formula id="j_nejsds97_ineq_218"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{u}_{j,2}}$]]></tex-math></alternatives></inline-formula> is the <italic>j</italic>th term of <inline-formula id="j_nejsds97_ineq_219"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{\tilde{u}}_{2}}={\mathbf{U}_{2}^{T}}{\mathbf{1}_{{n_{2}}}}$]]></tex-math></alternatives></inline-formula>, for <inline-formula id="j_nejsds97_ineq_220"><alternatives><mml:math>
<mml:mi mathvariant="italic">l</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn></mml:math><tex-math><![CDATA[$l=1,2$]]></tex-math></alternatives></inline-formula>, <inline-formula id="j_nejsds97_ineq_221"><alternatives><mml:math>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$i=1,\dots ,{n_{1}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_222"><alternatives><mml:math>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$j=1,\dots ,{n_{2}}$]]></tex-math></alternatives></inline-formula>.</p>
<p>Similarly, the denominator of Equation (<xref rid="j_nejsds97_eq_024">A.2</xref>) can be written as 
<disp-formula id="j_nejsds97_eq_026">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd"/>
<mml:mtd class="align-even">
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>⊗</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>⊗</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo fence="true" stretchy="false">]</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo fence="true" stretchy="false">[</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo>⊗</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mn mathvariant="bold">1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo fence="true" stretchy="false">]</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>⊗</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover>
<mml:munderover accentunder="false" accent="false">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:mo largeop="true" movablelimits="false">∑</mml:mo></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover><mml:mstyle displaystyle="true">
<mml:mfrac>
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:msubsup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">u</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
<mml:mo>.</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}& {\mathbf{1}_{N}^{T}}{\mathbf{\tilde{R}}^{-1}}{\mathbf{1}_{N}}\\ {} =& {\mathbf{1}_{N}^{T}}({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}}){\tilde{\boldsymbol{\Lambda }}^{-1}}({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}}){\mathbf{1}_{N}}\\ {} =& [({\mathbf{1}_{{n_{2}}}^{T}}{\mathbf{U}_{2}})\otimes ({\mathbf{1}_{{n_{1}}}^{T}}{\mathbf{U}_{1}})]{\tilde{\boldsymbol{\Lambda }}^{-1}}[({\mathbf{U}_{2}^{T}}{\mathbf{1}_{{n_{2}}}})\otimes ({\mathbf{U}_{1}^{T}}{\mathbf{1}_{{n_{1}}}})]\\ {} =& ({\mathbf{\tilde{u}}_{2}^{T}}\otimes {\mathbf{\tilde{u}}_{1}^{T}}){\tilde{\boldsymbol{\Lambda }}^{-1}}({\mathbf{\tilde{u}}_{2}}\otimes {\mathbf{\tilde{u}}_{1}})\\ {} =& {\sum \limits_{j=1}^{{n_{2}}}}{\sum \limits_{i=1}^{{n_{1}}}}\frac{{\tilde{u}_{i,1}^{2}}{\tilde{u}_{j,2}^{2}}}{{\lambda _{i,1}}{\lambda _{j,2}}+\eta }.\end{aligned}\]]]></tex-math></alternatives>
</disp-formula>
</p>
<p>The term <inline-formula id="j_nejsds97_ineq_223"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">S</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${S^{2}}$]]></tex-math></alternatives></inline-formula> in the log likelihood function in Equation (<xref rid="j_nejsds97_eq_004">2.4</xref>) follows <disp-formula-group id="j_nejsds97_dg_002">
<disp-formula id="j_nejsds97_eq_027">
<label>(A.3)</label><alternatives><mml:math display="block">
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</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}{S^{2}}=& {({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})^{T}}{\tilde{\mathbf{R}}^{-1}}({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})\\ {} =& {({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})^{T}}\mathbf{Q}{\tilde{\boldsymbol{\Lambda }}^{-1}}{\mathbf{Q}^{T}}({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})\\ {} =& {[{\mathbf{Q}^{T}}({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})]^{T}}{\tilde{\boldsymbol{\Lambda }}^{-1}}{\mathbf{Q}^{T}}({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})\\ {} =& {[({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}})\text{Vec}(\mathbf{Y}-\hat{\mu }{\mathbf{1}_{{n_{1}}\times {n_{2}}}})]^{T}}\\ {} & {\tilde{\boldsymbol{\Lambda }}^{-1}}\times ({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}})\text{Vec}(\mathbf{Y}-\hat{\mu }{\mathbf{1}_{{n_{1}}\times {n_{2}}}})\\ {} =& {[\text{Vec}({\mathbf{U}_{1}^{T}}(\mathbf{Y}-\hat{\mu }{\mathbf{1}_{{n_{1}}\times {n_{2}}}}){\mathbf{U}_{2}})]^{T}}\end{aligned}\]]]></tex-math></alternatives>
</disp-formula>
<disp-formula id="j_nejsds97_eq_028">
<label>(A.4)</label><alternatives><mml:math display="block">
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<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[${\tilde{\mathbf{y}}_{v}}=\text{Vec}({\mathbf{U}_{1}^{T}}(\mathbf{Y}-\hat{\mu }{\mathbf{1}_{{n_{1}}\times {n_{2}}}}){\mathbf{U}_{2}})$]]></tex-math></alternatives></inline-formula>. By Equations (<xref rid="j_nejsds97_eq_004">2.4</xref>), (<xref rid="j_nejsds97_eq_023">A.1</xref>) and (<xref rid="j_nejsds97_eq_028">A.4</xref>), we have Equation (<xref rid="j_nejsds97_eq_009">2.9</xref>).</p>
<p>For part 2 of the lemma, we first calculate the predictive mean vector below 
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</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}{\mathbf{f}_{v}^{\ast }}=& \hat{\mu }{\mathbf{1}_{N}}+\mathbf{R}{\mathbf{\tilde{R}}^{-1}}({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})\\ {} =& \hat{\mu }{\mathbf{1}_{N}}+({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}})({\boldsymbol{\Lambda }_{2}}\otimes {\boldsymbol{\Lambda }_{1}})({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}})\times \\ {} & ({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}}){\tilde{\boldsymbol{\Lambda }}^{-1}}({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}})({\mathbf{y}_{v}}-\hat{\mu }{\mathbf{1}_{N}})\\ {} =& \hat{\mu }{\mathbf{1}_{N}}+({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}})[({\boldsymbol{\Lambda }_{2}}\otimes {\boldsymbol{\Lambda }_{1}}){\tilde{\boldsymbol{\Lambda }}^{-1}}]\times \\ {} & \text{Vec}({\mathbf{U}_{1}^{T}}(\mathbf{Y}-\hat{\mu }{\mathbf{1}_{{n_{1}}\times {n_{2}}}}){\mathbf{U}_{2}})\\ {} =& \hat{\mu }{\mathbf{1}_{N}}+({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}})[({\boldsymbol{\Lambda }_{2}}\otimes {\boldsymbol{\Lambda }_{1}}){\tilde{\boldsymbol{\Lambda }}^{-1}}]{\tilde{\mathbf{y}}_{v}}\\ {} =& \hat{\mu }{\mathbf{1}_{N}}+({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}})\text{Vec}\left({\boldsymbol{\Lambda }_{1}}{\mathbf{\tilde{Y}}_{0}}{\boldsymbol{\Lambda }_{2}}\right)\\ {} =& \hat{\mu }{\mathbf{1}_{N}}+\text{Vec}\left({\mathbf{U}_{1}}{\boldsymbol{\Lambda }_{1}}{\mathbf{\tilde{Y}}_{0}}{\boldsymbol{\Lambda }_{2}}{\mathbf{U}_{2}^{T}}\right),\end{aligned}\]]]></tex-math></alternatives>
</disp-formula> 
where <inline-formula id="j_nejsds97_ineq_225"><alternatives><mml:math>
<mml:mtext>Vec</mml:mtext>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
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<mml:mi>Y</mml:mi>
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<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
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<mml:msup>
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</mml:mrow>
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<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
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<mml:mrow>
<mml:mi mathvariant="italic">v</mml:mi>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$\text{Vec}({\mathbf{\tilde{Y}}_{0}})={\tilde{\Lambda }^{-1}}{\tilde{\mathbf{y}}_{v}}$]]></tex-math></alternatives></inline-formula>.</p>
<p>To compute the predictive variance, the term <inline-formula id="j_nejsds97_ineq_226"><alternatives><mml:math>
<mml:mi mathvariant="bold">R</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mstyle mathvariant="bold"><mml:mover accent="true">
<mml:mrow>
<mml:mi>R</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover></mml:mstyle>
</mml:mrow>
<mml:mrow>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mi mathvariant="bold">R</mml:mi></mml:math><tex-math><![CDATA[$\mathbf{R}{\mathbf{\tilde{R}}^{-1}}\mathbf{R}$]]></tex-math></alternatives></inline-formula> follows 
<disp-formula id="j_nejsds97_eq_030">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:mi mathvariant="bold">R</mml:mi>
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<mml:mrow>
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</mml:mrow>
</mml:msup>
<mml:mi mathvariant="bold">R</mml:mi>
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</mml:mtd>
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<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msub>
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<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
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</mml:mrow>
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</mml:mrow>
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</mml:mrow>
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<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>⊗</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}\mathbf{R}{\mathbf{\tilde{R}}^{-1}}\mathbf{R}=& ({\mathbf{R}_{2}}\otimes {\mathbf{R}_{1}})({\mathbf{U}_{2}}\otimes {\mathbf{U}_{1}}){\tilde{\boldsymbol{\Lambda }}^{-1}}({\mathbf{U}_{2}^{T}}\otimes {\mathbf{U}_{1}^{T}})\times \\ {} & ({\mathbf{R}_{2}}\otimes {\mathbf{R}_{1}})\\ {} =& ({\mathbf{R}_{2}}{\mathbf{U}_{2}}\otimes {\mathbf{R}_{1}}{\mathbf{U}_{1}}){\tilde{\boldsymbol{\Lambda }}^{-1}}({\mathbf{U}_{2}^{T}}{\mathbf{R}_{2}}\otimes {\mathbf{U}_{1}^{T}}{\mathbf{R}_{1}})\end{aligned}\]]]></tex-math></alternatives>
</disp-formula> 
The <inline-formula id="j_nejsds97_ineq_227"><alternatives><mml:math>
<mml:mi mathvariant="italic">t</mml:mi>
<mml:mo>=</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo>+</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo>−</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[$t=i+(j-1){n_{1}}$]]></tex-math></alternatives></inline-formula> diagonal term of <inline-formula id="j_nejsds97_ineq_228"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">R</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${\hat{\sigma }^{2}}{\mathbf{R}^{\ast }}$]]></tex-math></alternatives></inline-formula> is the predictive variance at pixel location <inline-formula id="j_nejsds97_ineq_229"><alternatives><mml:math>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo></mml:math><tex-math><![CDATA[$(i,j)$]]></tex-math></alternatives></inline-formula>, which follows 
<disp-formula id="j_nejsds97_eq_031">
<alternatives><mml:math display="block">
<mml:mtable displaystyle="true" columnalign="right left" columnspacing="0pt">
<mml:mtr>
<mml:mtd class="align-odd">
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="italic">c</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>∗</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo>=</mml:mo>
</mml:mtd>
<mml:mtd class="align-even">
<mml:msup>
<mml:mrow>
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<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>−</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">σ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">ˆ</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
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<mml:mrow>
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<mml:mn>2</mml:mn>
</mml:mrow>
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<mml:mi mathvariant="italic">T</mml:mi>
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</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
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<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
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<mml:mo>×</mml:mo>
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<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="bold">Λ</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
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<mml:mn>1</mml:mn>
</mml:mrow>
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<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
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<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">r</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
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</mml:mrow>
</mml:msub>
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<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
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<mml:mi mathvariant="italic">σ</mml:mi>
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<mml:mrow>
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</mml:mrow>
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<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
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</mml:msub>
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</mml:mrow>
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<mml:msub>
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<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:munderover><mml:mstyle displaystyle="true">
<mml:mfrac>
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<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
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<mml:mi mathvariant="italic">i</mml:mi>
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<mml:mo>′</mml:mo>
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<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msubsup>
<mml:msubsup>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">r</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
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</mml:mrow>
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</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
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</mml:mrow>
</mml:msub>
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<mml:mrow>
<mml:mi mathvariant="italic">λ</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>+</mml:mo>
<mml:mi mathvariant="italic">η</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mstyle>
</mml:mrow>
</mml:mfenced>
<mml:mo mathvariant="normal">,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable></mml:math><tex-math><![CDATA[\[\begin{aligned}{}{\hat{\sigma }^{2}}{c_{i,j}^{\ast }}=& {\hat{\sigma }^{2}}-{\hat{\sigma }^{2}}({\mathbf{r}_{j,2}^{T}}{\mathbf{U}_{2}}\otimes {\mathbf{r}_{i,1}^{T}}{\mathbf{U}_{1}})\times \\ {} & {\tilde{\boldsymbol{\Lambda }}^{-1}}({\mathbf{U}_{2}^{T}}{\mathbf{r}_{j,2}}\otimes {\mathbf{U}_{1}^{T}}{\mathbf{r}_{i,1}})\\ {} =& {\hat{\sigma }^{2}}\left(1-{\sum \limits_{{j^{\prime }}=1}^{{n_{2}}}}{\sum \limits_{{i^{\prime }}=1}^{{n_{1}}}}\frac{{\tilde{r}_{i,{i^{\prime }},1}^{2}}{\tilde{r}_{j,{j^{\prime }},2}^{2}}}{{\lambda _{i,1}}{\lambda _{j,2}}+\eta }\right),\end{aligned}\]]]></tex-math></alternatives>
</disp-formula> 
where <inline-formula id="j_nejsds97_ineq_230"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">r</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{r}_{i,{i^{\prime }},1}}$]]></tex-math></alternatives></inline-formula> is the <inline-formula id="j_nejsds97_ineq_231"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${i^{\prime }}$]]></tex-math></alternatives></inline-formula>th term of the vector <inline-formula id="j_nejsds97_ineq_232"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">r</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{r}_{i,1}^{T}}{\mathbf{U}_{1}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_233"><alternatives><mml:math>
<mml:msub>
<mml:mrow>
<mml:mover accent="true">
<mml:mrow>
<mml:mi mathvariant="italic">r</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">˜</mml:mo></mml:mover>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\tilde{r}_{j,{j^{\prime }},2}}$]]></tex-math></alternatives></inline-formula> is the <inline-formula id="j_nejsds97_ineq_234"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${j^{\prime }}$]]></tex-math></alternatives></inline-formula>th term of the vector <inline-formula id="j_nejsds97_ineq_235"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">r</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">U</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${\mathbf{r}_{j,2}^{T}}{\mathbf{U}_{2}}$]]></tex-math></alternatives></inline-formula>, for <inline-formula id="j_nejsds97_ineq_236"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
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<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
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<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${i^{\prime }}=1,\dots ,{n_{1}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_237"><alternatives><mml:math>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>′</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mo>…</mml:mo>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub></mml:math><tex-math><![CDATA[${j^{\prime }}=1,\dots ,{n_{2}}$]]></tex-math></alternatives></inline-formula>, with <inline-formula id="j_nejsds97_ineq_238"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">r</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
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<mml:mo mathvariant="normal">,</mml:mo>
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<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">i</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">n</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
<mml:mo mathvariant="normal" fence="true" stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msup></mml:math><tex-math><![CDATA[${\mathbf{r}_{i,1}^{T}}={({K_{1}}({x_{i,1}},{x_{1,1}}),\dots ,{K_{1}}({x_{i,1}},{x_{{n_{1}},1}}))^{T}}$]]></tex-math></alternatives></inline-formula> and <inline-formula id="j_nejsds97_ineq_239"><alternatives><mml:math>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">r</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">T</mml:mi>
</mml:mrow>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">K</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo mathvariant="normal" fence="true" stretchy="false">(</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="italic">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="italic">j</mml:mi>
<mml:mo mathvariant="normal">,</mml:mo>
<mml:mn>2</mml:mn>
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<ack id="j_nejsds97_ack_001">
<title>Acknowledgments</title>
<p>We thank three anonymous referees for their comments that substantially improved this article. The manuscript is available in arXiv: <uri>https://doi.org/10.48550/arXiv.2505.18902</uri>.</p></ack>
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