Problems and Algorithms for Sequence Segmentations

The analysis of sequential data is required in many diverse areas such as telecommunications, stock market analysis, and bioinformatics. A basic problem related to the analysis of sequential data is the sequence segmentation problem. A sequence segmentation is a partition of the sequence into a number of non-overlapping segments that cover all data points, such that each segment is as homogeneous as possible. This problem can be solved optimally using a standard dynamic programming algorithm. In the first part of the thesis, we present a new approximation algorithm for the sequence segmentation problem. This algorithm has smaller running time than the optimal dynamic programming algorithm, while it has bounded approximation ratio. The basic idea is to divide the input sequence into subsequences, solve the problem optimally in each subsequence, and then appropriately combine the solutions to the subproblems into one final solution. In the second part of the thesis, we study alternative segmentation models that are devised to better fit the data. More specifically, we focus on clustered segmentations and segmentations with rearrangements. While in the standard segmentation of a multidimensional sequence all dimensions share the same segment boundaries, in a clustered segmentation the multidimensional sequence is segmented in such a way that dimensions are allowed to form clusters. Each cluster of dimensions is then segmented separately. We formally define the problem of clustered segmentations and we experimentally show that segmenting sequences using this segmentation model, leads to solutions with smaller error for the same model cost. Segmentation with rearrangements is a novel variation to the segmentation problem: in addition to partitioning the sequence we also seek to apply a limited amount of reordering, so that the overall representation error is minimized. We formulate the problem of segmentation with rearrangements and we show that it is an NP-hard problem to solve or even to approximate. We devise effective algorithms for the proposed problem, combining ideas from dynamic programming and outlier detection algorithms in sequences. In the final part of the thesis, we discuss the problem of aggregating results of segmentation algorithms on the same set of data points. In this case, we are interested in producing a partitioning of the data that agrees as much as possible with the input partitions. We show that this problem can be solved optimally in polynomial time using dynamic programming. Furthermore, we show that not all data points are candidates for segment boundaries in the optimal solution.

Computational Methods for Locating and Analyzing Conserved Gene Regulatory DNA Elements

This thesis presents methods for locating and analyzing cis-regulatory DNA elements involved with the regulation of gene expression in multicellular organisms. The regulation of gene expression is carried out by the combined effort of several transcription factor proteins collectively binding the DNA on the cis-regulatory elements. Only sparse knowledge of the 'genetic code' of these elements exists today. An automatic tool for discovery of putative cis-regulatory elements could help their experimental analysis, which would result in a more detailed view of the cis-regulatory element structure and function. We have developed a computational model for the evolutionary conservation of cis-regulatory elements. The elements are modeled as evolutionarily conserved clusters of sequence-specific transcription factor binding sites. We give an efficient dynamic programming algorithm that locates the putative cis-regulatory elements and scores them according to the conservation model. A notable proportion of the high-scoring DNA sequences show transcriptional enhancer activity in transgenic mouse embryos. The conservation model includes four parameters whose optimal values are estimated with simulated annealing. With good parameter values the model discriminates well between the DNA sequences with evolutionarily conserved cis-regulatory elements and the DNA sequences that have evolved neutrally. In further inquiry, the set of highest scoring putative cis-regulatory elements were found to be sensitive to small variations in the parameter values. The statistical significance of the putative cis-regulatory elements is estimated with the Two Component Extreme Value Distribution. The p-values grade the conservation of the cis-regulatory elements above the neutral expectation. The parameter values for the distribution are estimated by simulating the neutral DNA evolution. The conservation of the transcription factor binding sites can be used in the upstream analysis of regulatory interactions. This approach may provide mechanistic insight to the transcription level data from, e.g., microarray experiments. Here we give a method to predict shared transcriptional regulators for a set of co-expressed genes. The EEL (Enhancer Element Locator) software implements the method for locating putative cis-regulatory elements. The software facilitates both interactive use and distributed batch processing. We have used it to analyze the non-coding regions around all human genes with respect to the orthologous regions in various other species including mouse. The data from these genome-wide analyzes is stored in a relational database which is used in the publicly available web services for upstream analysis and visualization of the putative cis-regulatory elements in the human genome.

Reservoir performance under uncertainty in hydrologic impacts of climate change

Relatively few studies have addressed water management and adaptation measures in the face of changing water balances due to climate change. The current work studies climate change impact on a multipurpose reservoir performance and derives adaptive policies for possible futurescenarios. The method developed in this work is illustrated with a case study of Hirakud reservoir on the Mahanadi river in Orissa, India,which is a multipurpose reservoir serving flood control, irrigation and power generation. Climate change effects on annual hydropower generation and four performance indices (reliability with respect to three reservoir functions, viz. hydropower, irrigation and flood control, resiliency, vulnerability and deficit ratio with respect to hydropower) are studied. Outputs from three general circulation models (GCMs) for three scenarios each are downscaled to monsoon streamflow in the Mahanadi river for two future time slices, 2045-65 and 2075-95. Increased irrigation demands, rule curves dictated by increased need for flood storage and downscaled projections of streamflow from the ensemble of GCMs and scenarios are used for projecting future hydrologic scenarios. It is seen that hydropower generation and reliability with respect to hydropower and irrigation are likely to show a decrease in future in most scenarios, whereas the deficit ratio and vulnerability are likely to increase as a result of climate change if the standard operating policy (SOP) using current rule curves for flood protection is employed. An optimal monthly operating policy is then derived using stochastic dynamic programming (SDP) as an adaptive policy for mitigating impacts of climate change on reservoir operation. The objective of this policy is to maximize reliabilities with respect to multiple reservoir functions of hydropower, irrigation and flood control. In variations to this adaptive policy, increasingly more weightage is given to the purpose of maximizing reliability with respect to hydropower for two extreme scenarios. It is seen that by marginally sacrificing reliability with respect to irrigation and flood control, hydropower reliability and generation can be increased for future scenarios. This suggests that reservoir rules for flood control may have to be revised in basins where climate change projects an increasing probability of droughts. However, it is also seen that power generation is unable to be restored to current levels, due in part to the large projected increases in irrigation demand. This suggests that future water balance deficits may limit the success of adaptive policy options. (C) 2010 Elsevier Ltd. All rights reserved.

Robust heuristics for scalable optimization of complex SQL queries

Modern database systems incorporate a query optimizer to identify the most efficient "query execution plan" for executing the declarative SQL queries submitted by users. A dynamic-programming-based approach is used to exhaustively enumerate the combinatorially large search space of plan alternatives and, using a cost model, to identify the optimal choice. While dynamic programming (DP) works very well for moderately complex queries with up to around a dozen base relations, it usually fails to scale beyond this stage due to its inherent exponential space and time complexity. Therefore, DP becomes practically infeasible for complex queries with a large number of base relations, such as those found in current decision-support and enterprise management applications. To address the above problem, a variety of approaches have been proposed in the literature. Some completely jettison the DP approach and resort to alternative techniques such as randomized algorithms, whereas others have retained DP by using heuristics to prune the search space to computationally manageable levels. In the latter class, a well-known strategy is "iterative dynamic programming" (IDP) wherein DP is employed bottom-up until it hits its feasibility limit, and then iteratively restarted with a significantly reduced subset of the execution plans currently under consideration. The experimental evaluation of IDP indicated that by appropriate choice of algorithmic parameters, it was possible to almost always obtain "good" (within a factor of twice of the optimal) plans, and in the few remaining cases, mostly "acceptable" (within an order of magnitude of the optimal) plans, and rarely, a "bad" plan. While IDP is certainly an innovative and powerful approach, we have found that there are a variety of common query frameworks wherein it can fail to consistently produce good plans, let alone the optimal choice. This is especially so when star or clique components are present, increasing the complexity of th- e join graphs. Worse, this shortcoming is exacerbated when the number of relations participating in the query is scaled upwards.

Solving MDPs using two-timescale simulated annealing with multiplicative weights

We develop extensions of the Simulated Annealing with Multiplicative Weights (SAMW) algorithm that proposed a method of solution of Finite-Horizon Markov Decision Processes (FH-MDPs). The extensions developed are in three directions: a) Use of the dynamic programming principle in the policy update step of SAMW b) A two-timescale actor-critic algorithm that uses simulated transitions alone, and c) Extending the algorithm to the infinite-horizon discounted-reward scenario. In particular, a) reduces the storage required from exponential to linear in the number of actions per stage-state pair. On the faster timescale, a 'critic' recursion performs policy evaluation while on the slower timescale an 'actor' recursion performs policy improvement using SAMW. We give a proof outlining convergence w.p. 1 and show experimental results on two settings: semiconductor fabrication and flow control in communication networks.

Solution of MDPS using simulation-based value iteration

This article proposes a three-timescale simulation based algorithm for solution of infinite horizon Markov Decision Processes (MDPs). We assume a finite state space and discounted cost criterion and adopt the value iteration approach. An approximation of the Dynamic Programming operator T is applied to the value function iterates. This 'approximate' operator is implemented using three timescales, the slowest of which updates the value function iterates. On the middle timescale we perform a gradient search over the feasible action set of each state using Simultaneous Perturbation Stochastic Approximation (SPSA) gradient estimates, thus finding the minimizing action in T. On the fastest timescale, the 'critic' estimates, over which the gradient search is performed, are obtained. A sketch of convergence explaining the dynamics of the algorithm using associated ODEs is also presented. Numerical experiments on rate based flow control on a bottleneck node using a continuous-time queueing model are performed using the proposed algorithm. The results obtained are verified against classical value iteration where the feasible set is suitably discretized. Over such a discretized setting, a variant of the algorithm of [12] is compared and the proposed algorithm is found to converge faster.

Robust/optimal temperature profile control using neural networks

An approximate dynamic programming (ADP) based neurocontroller is developed for a heat transfer application. Heat transfer problem for a fin in a car's electronic module is modeled as a nonlinear distributed parameter (infinite-dimensional) system by taking into account heat loss and generation due to conduction, convection and radiation. A low-order, finite-dimensional lumped parameter model for this problem is obtained by using Galerkin projection and basis functions designed through the 'Proper Orthogonal Decomposition' technique (POD) and the 'snap-shot' solutions. A suboptimal neurocontroller is obtained with a single-network-adaptive-critic (SNAC). Further contribution of this paper is to develop an online robust controller to account for unmodeled dynamics and parametric uncertainties. A weight update rule is presented that guarantees boundedness of the weights and eliminates the need for persistence of excitation (PE) condition to be satisfied. Since, the ADP and neural network based controllers are of fairly general structure, they appear to have the potential to be controller synthesis tools for nonlinear distributed parameter systems especially where it is difficult to obtain an accurate model.

Protein Block Expert (PBE): a web-based protein structure analysis server using a structural alphabet

Encoding protein 3D structures into 1D string using short structural prototypes or structural alphabets opens a new front for structure comparison and analysis. Using the well-documented 16 motifs of Protein Blocks (PBs) as structural alphabet, we have developed a methodology to compare protein structures that are encoded as sequences of PBs by aligning them using dynamic programming which uses a substitution matrix for PBs. This methodology is implemented in the applications available in Protein Block Expert (PBE) server. PBE addresses common issues in the field of protein structure analysis such as comparison of proteins structures and identification of protein structures in structural databanks that resemble a given structure. PBE-T provides facility to transform any PDB file into sequences of PBs. PBE-ALIGNc performs comparison of two protein structures based on the alignment of their corresponding PB sequences. PBE-ALIGNm is a facility for mining SCOP database for similar structures based on the alignment of PBs. Besides, PBE provides an interface to a database (PBE-SAdb) of preprocessed PB sequences from SCOP culled at 95% and of all-against-all pairwise PB alignments at family and superfamily levels. PBE server is freely available at http://bioinformatics.univ-reunion.fr/ PBE/.

Online client-AP association in WLANs

In many IEEE 802.11 WLAN deployments, wireless clients have a choice of access points (AP) to connect to. In current systems, clients associate with the access point with the strongest signal to noise ratio. However, such an association mechanism can lead to unequal load sharing, resulting in diminished system performance. In this paper, we first provide a numerical approach based on stochastic dynamic programming to find the optimal client-AP association algorithm for a small topology consisting of two access points. Using the value iteration algorithm, we determine the optimal association rule for the two-AP topology. Next, utilizing the insights obtained from the optimal association ride for the two-AP case, we propose a near-optimal heuristic that we call RAT. We test the efficacy of RAT by considering more realistic arrival patterns and a larger topology. Our results show that RAT performs very well in these scenarios as well. Moreover, RAT lends itself to a fairly simple implementation.

Design of speaker identification schemes for large number of speakers (A)

Design of speaker identification schemes for a small number of speakers (around 10) with a high degree of accuracy in controlled environment is a practical proposition today. When the number of speakers is large (say 50–100), many of these schemes cannot be directly extended, as both recognition error and computation time increase monotonically with population size. The feature selection problem is also complex for such schemes. Though there were earlier attempts to rank order features based on statistical distance measures, it has been observed only recently that the best two independent measurements are not the same as the combination in two's for pattern classification. We propose here a systematic approach to the problem using the decision tree or hierarchical classifier with the following objectives: (1) Design of optimal policy at each node of the tree given the tree structure i.e., the tree skeleton and the features to be used at each node. (2) Determination of the optimal feature measurement and decision policy given only the tree skeleton. Applicability of optimization procedures such as dynamic programming in the design of such trees is studied. The experimental results deal with the design of a 50 speaker identification scheme based on this approach.

A systems approach to rural housing

An attempt is made in this paper to arrive at a methodology for generating building technologies appropriate to rural housing. An evaluation of traditional modern' technologies currently in use reveals the need for alternatives. The lacunae in the presently available technologies also lead to a definition of rural housing needs. It is emphasised that contending technologies must establish a 'goodness of fit' between the house form and the pattern of needs. A systems viewpoint which looks at the dynamic process of building construction and the static structure of the building is then suggested as a means to match the technologies to the needs. The process viewpoint emphasises the role of building materials production and transportation in achieving desired building performances. A couple of examples of technological alternatives like the compacted soil block and the polythene-stabilised soil roof covering are then discussed. The static structural system viewpoint is then studied to arrive at methodologies of cost reduction. An illustrative analysis is carried out using the dynamic programming technique, to arrive at combinations of alternatives for the building components which lead to cost reduction. Some of the technological options are then evaluated against the need patterns. Finally, a guideline for developments in building technology is suggested

Real-time multipurpose reservoir operation: a case study / Exploitation en temps reacuteel d'un reservoir agrave buts multiples: eacutetude d'un cas

A real-time operational methodology has been developed for multipurpose reservoir operation for irrigation and hydropower generation with application to the Bhadra reservoir system in the state of Karnataka, India. The methodology consists of three phases of computer modelling. In the first phase, the optimal release policy for a given initial storage and inflow is determined using a stochastic dynamic programming (SDP) model. Streamflow forecasting using an adaptive AutoRegressive Integrated Moving Average (ARIMA) model constitutes the second phase. A real-time simulation model is developed in the third phase using the forecast inflows of phase 2 and the operating policy of phase 1. A comparison of the optimal monthly real-time operation with the historical operation demonstrates the relevance, applicability and the relative advantage of the proposed methodology.

Algorithms for Exact Structure Discovery in Bayesian Networks

Bayesian networks are compact, flexible, and interpretable representations of a joint distribution. When the network structure is unknown but there are observational data at hand, one can try to learn the network structure. This is called structure discovery. This thesis contributes to two areas of structure discovery in Bayesian networks: space--time tradeoffs and learning ancestor relations. The fastest exact algorithms for structure discovery in Bayesian networks are based on dynamic programming and use excessive amounts of space. Motivated by the space usage, several schemes for trading space against time are presented. These schemes are presented in a general setting for a class of computational problems called permutation problems; structure discovery in Bayesian networks is seen as a challenging variant of the permutation problems. The main contribution in the area of the space--time tradeoffs is the partial order approach, in which the standard dynamic programming algorithm is extended to run over partial orders. In particular, a certain family of partial orders called parallel bucket orders is considered. A partial order scheme that provably yields an optimal space--time tradeoff within parallel bucket orders is presented. Also practical issues concerning parallel bucket orders are discussed. Learning ancestor relations, that is, directed paths between nodes, is motivated by the need for robust summaries of the network structures when there are unobserved nodes at work. Ancestor relations are nonmodular features and hence learning them is more difficult than modular features. A dynamic programming algorithm is presented for computing posterior probabilities of ancestor relations exactly. Empirical tests suggest that ancestor relations can be learned from observational data almost as accurately as arcs even in the presence of unobserved nodes.

Minimizing total completion time on a batch processing machine with job families

We consider the problem of minimizing the total completion time on a single batch processing machine. The set of jobs to be scheduled can be partitioned into a number of families, where all jobs in the same family have the same processing time. The machine can process at most B jobs simultaneously as a batch, and the processing time of a batch is equal to the processing time of the longest job in the batch. We analyze that properties of an optimal schedule and develop a dynamic programming algorithm of polynomial time complexity when the number of job families is fixed. The research is motivated by the problem of scheduling burn-in ovens in the semiconductor industry

Algorithms for Routing and Centralized Scheduling in IEEE 802.16 Mesh Networks

IEEE 802.16 standards for Wireless Metropolitan Area Networks (WMANs) include a mesh mode of operation for improving the coverage and throughput of the network. In this paper, we consider the problem of routing and centralized scheduling for such networks. We first fix the routing, which reduces the network to a tree. We then present a finite horizon dynamic programming framework. Using it we obtain various scheduling algorithms depending upon the cost function. Next we consider simpler suboptimal algorithms and compare their performances.