correlated_fields.py 28.4 KB
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# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
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# Copyright(C) 2013-2020 Max-Planck-Society
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# Authors: Philipp Frank, Philipp Arras, Philipp Haim
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#
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# NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik.
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from functools import reduce
from operator import mul

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import numpy as np
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from .. import utilities
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from ..domain_tuple import DomainTuple
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from ..domains.power_space import PowerSpace
from ..domains.unstructured_domain import UnstructuredDomain
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from ..field import Field
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from ..logger import logger
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from ..multi_field import MultiField
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from ..operators.adder import Adder
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from ..operators.contraction_operator import ContractionOperator
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from ..operators.diagonal_operator import DiagonalOperator
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from ..operators.distributors import PowerDistributor
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from ..operators.endomorphic_operator import EndomorphicOperator
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from ..operators.harmonic_operators import HarmonicTransformOperator
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from ..operators.linear_operator import LinearOperator
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from ..operators.operator import Operator
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from ..operators.simple_linear_operators import ducktape
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from ..operators.normal_operators import NormalTransform, LognormalTransform
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from ..probing import StatCalculator
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from ..sugar import full, makeDomain, makeField, makeOp
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def _log_k_lengths(pspace):
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    """Log(k_lengths) without zeromode"""
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    return np.log(pspace.k_lengths[1:])


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def _relative_log_k_lengths(power_space):
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    """Log-distance to first bin
    logkl.shape==power_space.shape, logkl[0]=logkl[1]=0"""
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    power_space = DomainTuple.make(power_space)
    assert isinstance(power_space[0], PowerSpace)
    assert len(power_space) == 1
    logkl = _log_k_lengths(power_space[0])
    assert logkl.shape[0] == power_space[0].shape[0] - 1
    logkl -= logkl[0]
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    return np.insert(logkl, 0, 0)
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def _log_vol(power_space):
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    power_space = makeDomain(power_space)
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    assert isinstance(power_space[0], PowerSpace)
    logk_lengths = _log_k_lengths(power_space[0])
    return logk_lengths[1:] - logk_lengths[:-1]


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def _structured_spaces(domain):
    if isinstance(domain[0], UnstructuredDomain):
        return np.arange(1, len(domain))
    return np.arange(len(domain))


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def _total_fluctuation_realized(samples):
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    spaces = _structured_spaces(samples[0].domain)
    co = ContractionOperator(samples[0].domain, spaces)
    size = co.domain.size/co.target.size
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    res = 0.
    for s in samples:
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        res = res + (s - co.adjoint(co(s)/size))**2
    res = res.mean(spaces)/len(samples)
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    return np.sqrt(res if np.isscalar(res) else res.val)
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class _SlopeRemover(EndomorphicOperator):
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    def __init__(self, domain, space=0):
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        self._domain = makeDomain(domain)
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        assert isinstance(self._domain[space], PowerSpace)
        logkl = _relative_log_k_lengths(self._domain[space])
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        self._sc = logkl/float(logkl[-1])
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        self._space = space
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        axis = self._domain.axes[space][0]
        self._last = (slice(None),)*axis + (-1,) + (None,)
        self._extender = (None,)*(axis) + (slice(None),) + (None,)*(self._domain.axes[-1][-1]-axis)
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        self._capability = self.TIMES | self.ADJOINT_TIMES
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    def apply(self, x, mode):
        self._check_input(x, mode)
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        x = x.val
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        if mode == self.TIMES:
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            res = x - x[self._last]*self._sc[self._extender]
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        else:
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            res = x.copy()
            res[self._last] -= (x*self._sc[self._extender]).sum(
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                axis=self._space, keepdims=True)
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        return makeField(self._tgt(mode), res)
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class _TwoLogIntegrations(LinearOperator):
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    def __init__(self, target, space=0):
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        self._target = makeDomain(target)
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        assert isinstance(self.target[space], PowerSpace)
        dom = list(self._target)
        dom[space] = UnstructuredDomain((2, self.target[space].shape[0]-2))
        self._domain = makeDomain(dom)
        self._space = space
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        self._log_vol = _log_vol(self._target[space])
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        self._capability = self.TIMES | self.ADJOINT_TIMES

    def apply(self, x, mode):
        self._check_input(x, mode)
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        # Maybe make class properties
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        axis = self._target.axes[self._space][0]
        sl = (slice(None),)*axis
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        extender_sl = (None,)*axis + (slice(None),) + (None,)*(self._target.axes[-1][-1] - axis)
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        first = sl + (0,)
        second = sl + (1,)
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        from_third = sl + (slice(2, None),)
        no_border = sl + (slice(1, -1),)
        reverse = sl + (slice(None, None, -1),)
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        if mode == self.TIMES:
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            x = x.val
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            res = np.empty(self._target.shape)
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            res[first] = res[second] = 0
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            res[from_third] = np.cumsum(x[second], axis=axis)
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            res[from_third] = (res[from_third] + res[no_border])/2*self._log_vol[extender_sl] + x[first]
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            res[from_third] = np.cumsum(res[from_third], axis=axis)
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        else:
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            x = x.val_rw()
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            res = np.zeros(self._domain.shape)
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            x[from_third] = np.cumsum(x[from_third][reverse], axis=axis)[reverse]
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            res[first] += x[from_third]
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            x[from_third] *= (self._log_vol/2.)[extender_sl]
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            x[no_border] += x[from_third]
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            res[second] += np.cumsum(x[from_third][reverse], axis=axis)[reverse]
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        return makeField(self._tgt(mode), res)
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class _Normalization(Operator):
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    def __init__(self, domain, space=0):
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        self._domain = self._target = DomainTuple.make(domain)
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        assert isinstance(self._domain[space], PowerSpace)
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        hspace = list(self._domain)
        hspace[space] = hspace[space].harmonic_partner
        hspace = makeDomain(hspace)
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        pd = PowerDistributor(hspace,
                              power_space=self._domain[space],
                              space=space)
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        mode_multiplicity = pd.adjoint(full(pd.target, 1.)).val_rw()
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        zero_mode = (slice(None),)*self._domain.axes[space][0] + (0,)
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        mode_multiplicity[zero_mode] = 0
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        self._mode_multiplicity = makeOp(makeField(self._domain, mode_multiplicity))
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        self._specsum = _SpecialSum(self._domain, space)
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    def apply(self, x):
        self._check_input(x)
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        amp = x.ptw("exp")
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        spec = amp**2
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        # FIXME This normalizes also the zeromode which is supposed to be left
        # untouched by this operator
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        return self._specsum(self._mode_multiplicity(spec))**(-0.5)*amp
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class _SpecialSum(EndomorphicOperator):
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    def __init__(self, domain, space=0):
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        self._domain = makeDomain(domain)
        self._capability = self.TIMES | self.ADJOINT_TIMES
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        self._contractor = ContractionOperator(domain, space)
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    def apply(self, x, mode):
        self._check_input(x, mode)
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        return self._contractor.adjoint(self._contractor(x))
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class _Distributor(LinearOperator):
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    def __init__(self, dofdex, domain, target):
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        self._dofdex = np.array(dofdex)
        self._target = DomainTuple.make(target)
        self._domain = DomainTuple.make(domain)
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        self._capability = self.TIMES | self.ADJOINT_TIMES

    def apply(self, x, mode):
        self._check_input(x, mode)
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        x = x.val
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        if mode == self.TIMES:
            res = x[self._dofdex]
        else:
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            res = np.zeros(self._tgt(mode).shape, dtype=x.dtype)
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            res = utilities.special_add_at(res, 0, self._dofdex, x)
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        return makeField(self._tgt(mode), res)
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class _Amplitude(Operator):
    def __init__(self, target, fluctuations, flexibility, asperity,
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                 loglogavgslope, azm, totvol, key, dofdex):
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        """
        fluctuations > 0
        flexibility > 0
        asperity > 0
        loglogavgslope probably negative
        """
        assert isinstance(fluctuations, Operator)
        assert isinstance(flexibility, Operator)
        assert isinstance(asperity, Operator)
        assert isinstance(loglogavgslope, Operator)

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        if len(dofdex) > 0:
            N_copies = max(dofdex) + 1
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            space = 1
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            distributed_tgt = makeDomain((UnstructuredDomain(len(dofdex)),
                                          target))
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            target = makeDomain((UnstructuredDomain(N_copies), target))
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            Distributor = _Distributor(dofdex, target, distributed_tgt)
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        else:
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            N_copies = 0
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            space = 0
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            distributed_tgt = target = makeDomain(target)
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        azm_expander = ContractionOperator(distributed_tgt, spaces=space).adjoint
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        assert isinstance(target[space], PowerSpace)
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        twolog = _TwoLogIntegrations(target, space)
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        dom = twolog.domain
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        shp = dom[space].shape
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        expander = ContractionOperator(dom, spaces=space).adjoint
        ps_expander = ContractionOperator(twolog.target, spaces=space).adjoint
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        # Prepare constant fields
        foo = np.zeros(shp)
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        foo[0] = foo[1] = np.sqrt(_log_vol(target[space]))
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        vflex = DiagonalOperator(makeField(dom[space], foo), dom, space)
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        foo = np.zeros(shp, dtype=np.float64)
        foo[0] += 1
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        vasp = DiagonalOperator(makeField(dom[space], foo), dom, space)
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        foo = np.ones(shp)
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        foo[0] = _log_vol(target[space])**2/12.
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        shift = DiagonalOperator(makeField(dom[space], foo), dom, space)
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        vslope = DiagonalOperator(
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            makeField(target[space], _relative_log_k_lengths(target[space])),
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            target, space)
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        foo, bar = [np.zeros(target[space].shape) for _ in range(2)]
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        bar[1:] = foo[0] = totvol
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        vol0, vol1 = [
            DiagonalOperator(makeField(target[space], aa), target, space)
            for aa in (foo, bar)
        ]
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        # Prepare fields for Adder
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        shift, vol0 = [op(full(op.domain, 1)) for op in (shift, vol0)]
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        # End prepare constant fields

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        slope = vslope @ ps_expander @ loglogavgslope
        sig_flex = vflex @ expander @ flexibility
        sig_asp = vasp @ expander @ asperity
        sig_fluc = vol1 @ ps_expander @ fluctuations
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        sig_fluc = vol1 @ ps_expander @ fluctuations
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        xi = ducktape(dom, None, key)
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        sigma = sig_flex*(Adder(shift) @ sig_asp).ptw("sqrt")
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        smooth = _SlopeRemover(target, space) @ twolog @ (sigma*xi)
        op = _Normalization(target, space) @ (slope + smooth)
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        if N_copies > 0:
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            op = Distributor @ op
            sig_fluc = Distributor @ sig_fluc
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            op = Adder(Distributor(vol0)) @ (sig_fluc*(azm_expander @ azm.ptw("reciprocal"))*op)
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            self._fluc = (_Distributor(dofdex, fluctuations.target,
                                       distributed_tgt[0]) @ fluctuations)
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        else:
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            op = Adder(vol0) @ (sig_fluc*(azm_expander @ azm.ptw("reciprocal"))*op)
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            self._fluc = fluctuations
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        self.apply = op.apply
        self._domain, self._target = op.domain, op.target
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        self._space = space
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        self._repr_str = "_Amplitude: " + op.__repr__()
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    @property
    def fluctuation_amplitude(self):
        return self._fluc

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    def __repr__(self):
        return self._repr_str

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class CorrelatedFieldMaker:
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    """Constrution helper for hirarchical correlated field models.

    The correlated field models are parametrized by creating
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    power spectrum operators ("amplitudes") via calls to
    :func:`add_fluctuations` that act on the targeted field subdomains.
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    During creation of the :class:`CorrelatedFieldMaker` via
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    :func:`make`, a global offset from zero of the field model
    can be defined and an operator applying fluctuations
    around this offset is parametrized.
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    The resulting correlated field model operator has a
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    :class:`~nifty7.multi_domain.MultiDomain` as its domain and
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    expects its input values to be univariately gaussian.

    The target of the constructed operator will be a
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    :class:`~nifty7.domain_tuple.DomainTuple` containing the
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    `target_subdomains` of the added fluctuations in the order of
    the `add_fluctuations` calls.
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    Creation of the model operator is completed by calling the method
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    :func:`finalize`, which returns the configured operator.

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    An operator representing an array of correlated field models
    can be constructed by setting the `total_N` parameter of
    :func:`make`. It will have an
    :class:`~nifty.domains.unstructucture_domain.UnstructureDomain`
    of shape `(total_N,)` prepended to its target domain and represent
    `total_N` correlated fields simulataneously.
    The degree of information sharing between the correlated field
    models can be configured via the `dofdex` parameters
    of :func:`make` and :func:`add_fluctuations`.

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    See the methods :func:`make`, :func:`add_fluctuations`
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    and :func:`finalize` for further usage information."""
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    def __init__(self, offset_mean, offset_fluctuations_op, prefix, total_N):
        if not isinstance(offset_fluctuations_op, Operator):
            raise TypeError("offset_fluctuations_op needs to be an operator")
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        self._a = []
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        self._target_subdomains = []
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        self._offset_mean = offset_mean
        self._azm = offset_fluctuations_op
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        self._prefix = prefix
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        self._total_N = total_N
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    @staticmethod
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    def make(offset_mean, offset_std_mean, offset_std_std, prefix, total_N=0,
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             dofdex=None):
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        """Returns a CorrelatedFieldMaker object.

        Parameters
        ----------
        offset_mean : float
            Mean offset from zero of the correlated field to be made.
        offset_std_mean : float
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            Mean standard deviation of the offset.
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        offset_std_std : float
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            Standard deviation of the stddev of the offset.
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        prefix : string
            Prefix to the names of the domains of the cf operator to be made.
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            This determines the names of the operator domain.
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        total_N : integer, optional
            Number of field models to create.
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            If not 0, the first entry of the operators target will be an
            :class:`~nifty.domains.unstructured_domain.UnstructuredDomain`
            with length `total_N`.
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        dofdex : np.array of integers, optional
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            An integer array specifying the zero mode models used if
            total_N > 1. It needs to have length of total_N. If total_N=3 and
            dofdex=[0,0,1], that means that two models for the zero mode are
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            instanciated; the first one is used for the first and second
            field model and the second is used for the third field model.
            *If not specified*, use the same zero mode model for all
            constructed field models.
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        """
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        if dofdex is None:
            dofdex = np.full(total_N, 0)
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        elif len(dofdex) != total_N:
            raise ValueError("length of dofdex needs to match total_N")
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        N = max(dofdex) + 1 if total_N > 0 else 0
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        zm = LognormalTransform(offset_std_mean, offset_std_std,
                                prefix + 'zeromode', N)
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        if total_N > 0:
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            zm = _Distributor(dofdex, zm.target, UnstructuredDomain(total_N)) @ zm
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        return CorrelatedFieldMaker(offset_mean, zm, prefix, total_N)
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    def add_fluctuations(self,
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                         target_subdomain,
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                         fluctuations_mean,
                         fluctuations_stddev,
                         flexibility_mean,
                         flexibility_stddev,
                         asperity_mean,
                         asperity_stddev,
                         loglogavgslope_mean,
                         loglogavgslope_stddev,
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                         prefix='',
                         index=None,
                         dofdex=None,
                         harmonic_partner=None):
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        """Function to add correlation structures to the field to be made.

        Correlations are described by their power spectrum and the subdomain
        on which they apply.

        The parameters `fluctuations`, `flexibility`, `asperity` and
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        `loglogavgslope` configure the power spectrum model ("amplitude")
        used on the target field subdomain `target_subdomain`.
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        It is assembled as the sum of a power law component
        (linear slope in log-log power-frequency-space),
        a smooth varying component (integrated wiener process) and
        a ragged componenent (unintegrated wiener process).

        Multiple calls to `add_fluctuations` are possible, in which case
        the constructed field will have the outer product of the individual
        power spectra as its global power spectrum.

        Parameters
        ----------
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        target_subdomain : :class:`~nifty7.domain.Domain`, \
                           :class:`~nifty7.domain_tuple.DomainTuple`
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            Target subdomain on which the correlation structure defined
            in this call should hold.
        fluctuations_{mean,stddev} : float
            Total spectral energy -> Amplitude of the fluctuations
        flexibility_{mean,stddev} : float
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            Amplitude of the non-power-law power spectrum component
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        asperity_{mean,stddev} : float
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            Roughness of the non-power-law power spectrum component
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            Used to accomodate single frequency peaks
        loglogavgslope_{mean,stddev} : float
            Power law component exponent
        prefix : string
            prefix of the power spectrum parameter domain names
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        index : int
            Position target_subdomain in the final total domain of the
            correlated field operator.
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        dofdex : np.array, optional
            An integer array specifying the power spectrum models used if
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            total_N > 1. It needs to have length of total_N. If total_N=3 and
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            dofdex=[0,0,1], that means that two power spectrum models are
            instanciated; the first one is used for the first and second
            field model and the second one is used for the third field model.
            *If not given*, use the same power spectrum model for all
            constructed field models.
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        harmonic_partner : :class:`~nifty7.domain.Domain`, \
                           :class:`~nifty7.domain_tuple.DomainTuple`
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            In which harmonic space to define the power spectrum
        """
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        if harmonic_partner is None:
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            harmonic_partner = target_subdomain.get_default_codomain()
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        else:
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            target_subdomain.check_codomain(harmonic_partner)
            harmonic_partner.check_codomain(target_subdomain)
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        if dofdex is None:
            dofdex = np.full(self._total_N, 0)
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        elif len(dofdex) != self._total_N:
            raise ValueError("length of dofdex needs to match total_N")
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        if self._total_N > 0:
            N = max(dofdex) + 1
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            target_subdomain = makeDomain((UnstructuredDomain(N), target_subdomain))
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        else:
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            N = 0
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            target_subdomain = makeDomain(target_subdomain)
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        prefix = str(prefix)
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        # assert isinstance(target_subdomain[space], (RGSpace, HPSpace, GLSpace)
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        fluct = LognormalTransform(fluctuations_mean, fluctuations_stddev,
                                   self._prefix + prefix + 'fluctuations', N)
        flex = LognormalTransform(flexibility_mean, flexibility_stddev,
                                  self._prefix + prefix + 'flexibility', N)
        asp = LognormalTransform(asperity_mean, asperity_stddev,
                                 self._prefix + prefix + 'asperity', N)
        avgsl = NormalTransform(loglogavgslope_mean, loglogavgslope_stddev,
                                self._prefix + prefix + 'loglogavgslope', N)

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        amp = _Amplitude(PowerSpace(harmonic_partner), fluct, flex, asp, avgsl,
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                         self._azm, target_subdomain[-1].total_volume,
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                         self._prefix + prefix + 'spectrum', dofdex)
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        if index is not None:
            self._a.insert(index, amp)
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            self._target_subdomains.insert(index, target_subdomain)
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        else:
            self._a.append(amp)
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            self._target_subdomains.append(target_subdomain)
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    def finalize(self, prior_info=100):
        """Finishes model construction process and returns the constructed
        operator.

        Parameters
        ----------
        prior_info : integer
            How many prior samples to draw for property verification statistics
            If zero, skips calculating and displaying statistics.
        """
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        n_amplitudes = len(self._a)
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        if self._total_N > 0:
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            hspace = makeDomain(
                [UnstructuredDomain(self._total_N)] +
                [dd.target[-1].harmonic_partner for dd in self._a])
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            spaces = tuple(range(1, n_amplitudes + 1))
            amp_space = 1
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        else:
            hspace = makeDomain(
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                [dd.target[0].harmonic_partner for dd in self._a])
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            spaces = tuple(range(n_amplitudes))
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            amp_space = 0
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        expander = ContractionOperator(hspace, spaces=spaces).adjoint
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        azm = expander @ self._azm
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        ht = HarmonicTransformOperator(hspace,
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                                       self._target_subdomains[0][amp_space],
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                                       space=spaces[0])
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        for i in range(1, n_amplitudes):
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            ht = HarmonicTransformOperator(ht.target,
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                                           self._target_subdomains[i][amp_space],
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                                           space=spaces[i]) @ ht
        a = []
        for ii in range(n_amplitudes):
            co = ContractionOperator(hspace, spaces[:ii] + spaces[ii + 1:])
            pp = self._a[ii].target[amp_space]
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            pd = PowerDistributor(co.target, pp, amp_space)
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            a.append(co.adjoint @ pd @ self._a[ii])
        corr = reduce(mul, a)
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        op = ht(azm*corr*ducktape(hspace, None, self._prefix + 'xi'))
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        if self._offset_mean is not None:
            offset = self._offset_mean
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            # Deviations from this offset must not be considered here as they
            # are learned by the zeromode
            if isinstance(offset, (Field, MultiField)):
                op = Adder(offset) @ op
            else:
                offset = float(offset)
                op = Adder(full(op.target, offset)) @ op
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        self.statistics_summary(prior_info)
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        return op

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    def statistics_summary(self, prior_info):
        from ..sugar import from_random

        if prior_info == 0:
            return

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        lst = [('Offset amplitude', self.amplitude_total_offset),
               ('Total fluctuation amplitude', self.total_fluctuation)]
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        namps = len(self._a)
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        if namps > 1:
            for ii in range(namps):
                lst.append(('Slice fluctuation (space {})'.format(ii),
                            self.slice_fluctuation(ii)))
                lst.append(('Average fluctuation (space {})'.format(ii),
                            self.average_fluctuation(ii)))

        for kk, op in lst:
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            sc = StatCalculator()
            for _ in range(prior_info):
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                sc.add(op(from_random(op.domain, 'normal')))
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            mean = sc.mean.val
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            stddev = sc.var.ptw("sqrt").val
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            for m, s in zip(mean.flatten(), stddev.flatten()):
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                logger.info('{}: {:.02E} ± {:.02E}'.format(kk, m, s))
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    def moment_slice_to_average(self, fluctuations_slice_mean, nsamples=1000):
        fluctuations_slice_mean = float(fluctuations_slice_mean)
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        if not fluctuations_slice_mean > 0:
            msg = "fluctuations_slice_mean must be greater zero; got {!r}"
            raise ValueError(msg.format(fluctuations_slice_mean))
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        from ..sugar import from_random
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        scm = 1.
        for a in self._a:
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            op = a.fluctuation_amplitude*self._azm.ptw("reciprocal")
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            res = np.array([op(from_random(op.domain, 'normal')).val
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                            for _ in range(nsamples)])
            scm *= res**2 + 1.
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        return fluctuations_slice_mean/np.mean(np.sqrt(scm))
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    @property
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    def normalized_amplitudes(self):
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        """Returns the power spectrum operators used in the model"""
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        return self._a
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    @property
    def amplitude(self):
        if len(self._a) > 1:
            s = ('If more than one spectrum is present in the model,',
                 ' no unique set of amplitudes exist because only the',
                 ' relative scale is determined.')
            raise NotImplementedError(s)
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        dom = self._a[0].target
        expand = ContractionOperator(dom, len(dom)-1).adjoint
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        return self._a[0]*(expand @ self.amplitude_total_offset)

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    @property
    def amplitude_total_offset(self):
        return self._azm
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    @property
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    def total_fluctuation(self):
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        """Returns operator which acts on prior or posterior samples"""
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        if len(self._a) == 0:
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            raise NotImplementedError
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        if len(self._a) == 1:
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            return self.average_fluctuation(0)
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        q = 1.
        for a in self._a:
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            fl = a.fluctuation_amplitude*self._azm.ptw("reciprocal")
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            q = q*(Adder(full(fl.target, 1.)) @ fl**2)
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        return (Adder(full(q.target, -1.)) @ q).ptw("sqrt")*self._azm
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    def slice_fluctuation(self, space):
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        """Returns operator which acts on prior or posterior samples"""
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        if len(self._a) == 0:
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            raise NotImplementedError
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        if space >= len(self._a):
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            raise ValueError("invalid space specified; got {!r}".format(space))
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        if len(self._a) == 1:
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            return self.average_fluctuation(0)
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        q = 1.
        for j in range(len(self._a)):
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            fl = self._a[j].fluctuation_amplitude*self._azm.ptw("reciprocal")
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            if j == space:
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                q = q*fl**2
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            else:
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                q = q*(Adder(full(fl.target, 1.)) @ fl**2)
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        return q.ptw("sqrt")*self._azm
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    def average_fluctuation(self, space):
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        """Returns operator which acts on prior or posterior samples"""
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        if len(self._a) == 0:
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            raise NotImplementedError
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        if space >= len(self._a):
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            raise ValueError("invalid space specified; got {!r}".format(space))
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        if len(self._a) == 1:
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            return self._a[0].fluctuation_amplitude
        return self._a[space].fluctuation_amplitude
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    @staticmethod
    def offset_amplitude_realized(samples):
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        spaces = _structured_spaces(samples[0].domain)
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        res = 0.
        for s in samples:
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            res = res + s.mean(spaces)**2
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        res = res/len(samples)
        return np.sqrt(res if np.isscalar(res) else res.val)
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    @staticmethod
    def total_fluctuation_realized(samples):
        return _total_fluctuation_realized(samples)

    @staticmethod
    def slice_fluctuation_realized(samples, space):
        """Computes slice fluctuations from collection of field (defined in signal
        space) realizations."""
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        spaces = _structured_spaces(samples[0].domain)
        if space >= len(spaces):
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            raise ValueError("invalid space specified; got {!r}".format(space))
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        if len(spaces) == 1:
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            return _total_fluctuation_realized(samples)
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        space = space + spaces[0]
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        res1, res2 = 0., 0.
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        for s in samples:
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            res1 = res1 + s**2
            res2 = res2 + s.mean(space)**2
        res1 = res1/len(samples)
        res2 = res2/len(samples)
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        res = res1.mean(spaces) - res2.mean(spaces[:-1])
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        return np.sqrt(res if np.isscalar(res) else res.val)
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    @staticmethod
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    def average_fluctuation_realized(samples, space):
        """Computes average fluctuations from collection of field (defined in signal
        space) realizations."""
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        spaces = _structured_spaces(samples[0].domain)
        if space >= len(spaces):
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            raise ValueError("invalid space specified; got {!r}".format(space))
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        if len(spaces) == 1:
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            return _total_fluctuation_realized(samples)
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        space = space + spaces[0]
        sub_spaces = set(spaces)
        sub_spaces.remove(space)
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        # Domain containing domain[space] and domain[0] iff total_N>0
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        sub_dom = makeDomain([samples[0].domain[ind]
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                              for ind in (set([0])-set(spaces)) | set([space])])
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        co = ContractionOperator(sub_dom, len(sub_dom)-1)
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        size = co.domain.size/co.target.size
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        res = 0.
        for s in samples:
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            r = s.mean(sub_spaces)
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            res = res + (r - co.adjoint(co(r)/size))**2
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        res = res.mean(spaces[0])/len(samples)
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        return np.sqrt(res if np.isscalar(res) else res.val)