A sequential Monte Carlo approach to design for population pharmacokinetics studies

Here we present a sequential Monte Carlo approach that can be used to find optimal designs. Our focus is on the design of phase III clinical trials where the derivation of sampling windows is required, along with the optimal sampling schedule. The search is conducted via a particle filter which traverses a sequence of target distributions artificially constructed via an annealed utility. The algorithm derives a catalogue of highly efficient designs which, not only contain the optimal, but can also be used to derive sampling windows. We demonstrate our approach by designing a hypothetical phase III clinical trial.

Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data

In this paper we present a sequential Monte Carlo algorithm for Bayesian sequential experimental design applied to generalised non-linear models for discrete data. The approach is computationally convenient in that the information of newly observed data can be incorporated through a simple re-weighting step. We also consider a flexible parametric model for the stimulus-response relationship together with a newly developed hybrid design utility that can produce more robust estimates of the target stimulus in the presence of substantial model and parameter uncertainty. The algorithm is applied to hypothetical clinical trial or bioassay scenarios. In the discussion, potential generalisations of the algorithm are suggested to possibly extend its applicability to a wide variety of scenarios

A hybrid shifting bottleneck procedure algorithm for the parallel-machine job-shop scheduling problem

In practice, parallel-machine job-shop scheduling (PMJSS) is very useful in the development of standard modelling approaches and generic solution techniques for many real-world scheduling problems. In this paper, based on the analysis of structural properties in an extended disjunctive graph model, a hybrid shifting bottleneck procedure (HSBP) algorithm combined with Tabu Search metaheuristic algorithm is developed to deal with the PMJSS problem. The original-version SBP algorithm for the job-shop scheduling (JSS) has been significantly improved to solve the PMJSS problem with four novelties: i) a topological-sequence algorithm is proposed to decompose the PMJSS problem into a set of single-machine scheduling (SMS) and/or parallel-machine scheduling (PMS) subproblems; ii) a modified Carlier algorithm based on the proposed lemmas and the proofs is developed to solve the SMS subproblem; iii) the Jackson rule is extended to solve the PMS subproblem; iv) a Tabu Search metaheuristic algorithm is embedded under the framework of SBP to optimise the JSS and PMJSS cases. The computational experiments show that the proposed HSBP is very efficient in solving the JSS and PMJSS problems.

Sequential Fusion Using Correlated Decisions for Controlled Verification Errors

Fusion techniques have received considerable attention for achieving lower error rates with biometrics. A fused classifier architecture based on sequential integration of multi-instance and multi-sample fusion schemes allows controlled trade-off between false alarms and false rejects. Expressions for each type of error for the fused system have previously been derived for the case of statistically independent classifier decisions. It is shown in this paper that the performance of this architecture can be improved by modelling the correlation between classifier decisions. Correlation modelling also enables better tuning of fusion model parameters, ‘N’, the number of classifiers and ‘M’, the number of attempts/samples, and facilitates the determination of error bounds for false rejects and false accepts for each specific user. Error trade-off performance of the architecture is evaluated using HMM based speaker verification on utterances of individual digits. Results show that performance is improved for the case of favourable correlated decisions. The architecture investigated here is directly applicable to speaker verification from spoken digit strings such as credit card numbers in telephone or voice over internet protocol based applications. It is also applicable to other biometric modalities such as finger prints and handwriting samples.

HMM triangle relative entropy concepts in sequential change detection applied to vision-based dim target manoeuvre detection

The quick detection of abrupt (unknown) parameter changes in an observed hidden Markov model (HMM) is important in several applications. Motivated by the recent application of relative entropy concepts in the robust sequential change detection problem (and the related model selection problem), this paper proposes a sequential unknown change detection algorithm based on a relative entropy based HMM parameter estimator. Our proposed approach is able to overcome the lack of knowledge of post-change parameters, and is illustrated to have similar performance to the popular cumulative sum (CUSUM) algorithm (which requires knowledge of the post-change parameter values) when examined, on both simulated and real data, in a vision-based aircraft manoeuvre detection problem.

An improved method to detect damage using modal strain energy based damage index

This paper presents two novel concepts to enhance the accuracy of damage detection using the Modal Strain Energy based Damage Index (MSEDI) with the presence of noise in the mode shape data. Firstly, the paper presents a sequential curve fitting technique that reduces the effect of noise on the calculation process of the MSEDI, more effectively than the two commonly used curve fitting techniques; namely, polynomial and Fourier’s series. Secondly, a probability based Generalized Damage Localization Index (GDLI) is proposed as a viable improvement to the damage detection process. The study uses a validated ABAQUS finite-element model of a reinforced concrete beam to obtain mode shape data in the undamaged and damaged states. Noise is simulated by adding three levels of random noise (1%, 3%, and 5%) to the mode shape data. Results show that damage detection is enhanced with increased number of modes and samples used with the GDLI.

A sequential Monte Carlo approach to the sequential design for discriminating between rival continuous data models

Here we present a sequential Monte Carlo approach to Bayesian sequential design for the incorporation of model uncertainty. The methodology is demonstrated through the development and implementation of two model discrimination utilities; mutual information and total separation, but it can also be applied more generally if one has different experimental aims. A sequential Monte Carlo algorithm is run for each rival model (in parallel), and provides a convenient estimate of the marginal likelihood (of each model) given the data, which can be used for model comparison and in the evaluation of utility functions. A major benefit of this approach is that it requires very little problem specific tuning and is also computationally efficient when compared to full Markov chain Monte Carlo approaches. This research is motivated by applications in drug development and chemical engineering.

Subcarrier pairing and relay assignment with improved user fairness in a multi-user cooperative OFDM system

We consider a joint relay selection and subcarrier allocation problem that minimizes the total system power for a multi-user, multi-relay and single source cooperative OFDM based two hop system. The system is constrained to all users having a specific subcarrier requirement (user fairness). However no specific fairness constraints for relays are considered. To ensure the optimum power allocation, the subcarriers in two hops are paired with each other. We obtain an optimal subcarrier allocation for the single user case using a similar method to what is described in [1] and modify the algorithm for multiuser scenario. Although the optimality is not achieved in multiuser case the probability of all users being served fairly is improved significantly with a relatively low cost trade off.

An accurate and reliable stereo matching algorithm incorporating the rank constraint

A fundamental problem faced by stereo vision algorithms is that of determining correspondences between two images which comprise a stereo pair. This paper presents work towards the development of a new matching algorithm, based on the rank transform. This algorithm makes use of both area-based and edge-based information, and is therefore referred to as a hybrid algorithm. In addition, this algorithm uses a number of matching constraints,including the novel rank constraint. Results obtained using a number of test pairs show that the matching algorithm is capable of removing a significant proportion of invalid matches. The accuracy of matching in the vicinity of edges is also improved.

A hybrid stereo matching algorithm incorporating the rank constraint

A fundamental problem faced by stereo vision algorithms is that of determining correspondences between two images which comprise a stereo pair. This paper presents work towards the development of a new matching algorithm, based on the rank transform. This algorithm makes use of both area-based and edge-based information, and is therefore referred to as a hybrid algorithm. In addition, this algorithm uses a number of matching constraints, including the novel rank constraint. Results obtained using a number of test pairs show that the matching algorithm is capable of removing most invalid matches. The accuracy of matching in the vicinity of edges is also improved.

A Kalman filter based queue estimation algorithm using time occupancies for motorway on-ramps

The primary objective of this study is to develop a robust queue estimation algorithm for motorway on-ramps. Real-time queue information is the most vital input for a dynamic queue management that can treat long queues on metered on-ramps more sophistically. The proposed algorithm is developed based on the Kalman filter framework. The fundamental conservation model is used to estimate the system state (queue size) with the flow-in and flow-out measurements. This projection results are updated with the measurement equation using the time occupancies from mid-link and link-entrance loop detectors. This study also proposes a novel single point correction method. This method resets the estimated system state to eliminate the counting errors that accumulate over time. In the performance evaluation, the proposed algorithm demonstrated accurate and reliable performances and consistently outperformed the benchmarked Single Occupancy Kalman filter (SOKF) method. The improvements over SOKF are 62% and 63% in average in terms of the estimation accuracy (MAE) and reliability (RMSE), respectively. The benefit of the innovative concepts of the algorithm is well justified by the improved estimation performance in the congested ramp traffic conditions where long queues may significantly compromise the benchmark algorithm’s performance.

Algebraic analysis of Trivium-like ciphers

Trivium is a bit-based stream cipher in the final portfolio of the eSTREAM project. In this paper, we apply the approach of Berbain et al. to Trivium-like ciphers and perform new algebraic analyses on them, namely Trivium and its reduced versions: Trivium-N, Bivium-A and Bivium-B. In doing so, we answer an open question in the literature. We demonstrate a new algebraic attack on Bivium-A. This attack requires less time and memory than previous techniques which use the F4 algorithm to recover Bivium-A's initial state. Though our attacks on Bivium-B, Trivium and Trivium-N are worse than exhaustive keysearch, the systems of equations which are constructed are smaller and less complex compared to previous algebraic analysis. Factors which can affect the complexity of our attack on Trivium-like ciphers are discussed in detail.

Improved estimates of percolation and anisotropic permeability from 3-D X-ray microtomography using stochastic analyses and visualization

X-ray microtomography (micro-CT) with micron resolution enables new ways of characterizing microstructures and opens pathways for forward calculations of multiscale rock properties. A quantitative characterization of the microstructure is the first step in this challenge. We developed a new approach to extract scale-dependent characteristics of porosity, percolation, and anisotropic permeability from 3-D microstructural models of rocks. The Hoshen-Kopelman algorithm of percolation theory is employed for a standard percolation analysis. The anisotropy of permeability is calculated by means of the star volume distribution approach. The local porosity distribution and local percolation probability are obtained by using the local porosity theory. Additionally, the local anisotropy distribution is defined and analyzed through two empirical probability density functions, the isotropy index and the elongation index. For such a high-resolution data set, the typical data sizes of the CT images are on the order of gigabytes to tens of gigabytes; thus an extremely large number of calculations are required. To resolve this large memory problem parallelization in OpenMP was used to optimally harness the shared memory infrastructure on cache coherent Non-Uniform Memory Access architecture machines such as the iVEC SGI Altix 3700Bx2 Supercomputer. We see adequate visualization of the results as an important element in this first pioneering study.

Analysis of nonlinear sequences and streamciphers

Streamciphers are common cryptographic algorithms used to protect the confidentiality of frame-based communications like mobile phone conversations and Internet traffic. Streamciphers are ideal cryptographic algorithms to encrypt these types of traffic as they have the potential to encrypt them quickly and securely, and have low error propagation. The main objective of this thesis is to determine whether structural features of keystream generators affect the security provided by stream ciphers.These structural features pertain to the state-update and output functions used in keystream generators. Using linear sequences as keystream to encrypt messages is known to be insecure. Modern keystream generators use nonlinear sequences as keystream.The nonlinearity can be introduced through a keystream generator's state-update function, output function, or both. The first contribution of this thesis relates to nonlinear sequences produced by the well-known Trivium stream cipher. Trivium is one of the stream ciphers selected in a final portfolio resulting from a multi-year project in Europe called the ecrypt project. Trivium's structural simplicity makes it a popular cipher to cryptanalyse, but to date, there are no attacks in the public literature which are faster than exhaustive keysearch. Algebraic analyses are performed on the Trivium stream cipher, which uses a nonlinear state-update and linear output function to produce keystream. Two algebraic investigations are performed: an examination of the sliding property in the initialisation process and algebraic analyses of Trivium-like streamciphers using a combination of the algebraic techniques previously applied separately by Berbain et al. and Raddum. For certain iterations of Trivium's state-update function, we examine the sets of slid pairs, looking particularly to form chains of slid pairs. No chains exist for a small number of iterations.This has implications for the period of keystreams produced by Trivium. Secondly, using our combination of the methods of Berbain et al. and Raddum, we analysed Trivium-like ciphers and improved on previous on previous analysis with regards to forming systems of equations on these ciphers. Using these new systems of equations, we were able to successfully recover the initial state of Bivium-A.The attack complexity for Bivium-B and Trivium were, however, worse than exhaustive keysearch. We also show that the selection of stages which are used as input to the output function and the size of registers which are used in the construction of the system of equations affect the success of the attack. The second contribution of this thesis is the examination of state convergence. State convergence is an undesirable characteristic in keystream generators for stream ciphers, as it implies that the effective session key size of the stream cipher is smaller than the designers intended. We identify methods which can be used to detect state convergence. As a case study, theMixer streamcipher, which uses nonlinear state-update and output functions to produce keystream, is analysed. Mixer is found to suffer from state convergence as the state-update function used in its initialisation process is not one-to-one. A discussion of several other streamciphers which are known to suffer from state convergence is given. From our analysis of these stream ciphers, three mechanisms which can cause state convergence are identified.The effect state convergence can have on stream cipher cryptanalysis is examined. We show that state convergence can have a positive effect if the goal of the attacker is to recover the initial state of the keystream generator. The third contribution of this thesis is the examination of the distributions of bit patterns in the sequences produced by nonlinear filter generators (NLFGs) and linearly filtered nonlinear feedback shift registers. We show that the selection of stages used as input to a keystream generator's output function can affect the distribution of bit patterns in sequences produced by these keystreamgenerators, and that the effect differs for nonlinear filter generators and linearly filtered nonlinear feedback shift registers. In the case of NLFGs, the keystream sequences produced when the output functions take inputs from consecutive register stages are less uniform than sequences produced by NLFGs whose output functions take inputs from unevenly spaced register stages. The opposite is true for keystream sequences produced by linearly filtered nonlinear feedback shift registers.

Robust control algorithm for grid-interfaced three-phase inverters with high-bandwidth LCL filter

The paper introduces the design of robust current and voltage control algorithms for a grid-connected three-phase inverter which is interfaced to the grid through a high-bandwidth three-phase LCL filter. The algorithms are based on the state feedback control which have been designed in a systematic approach and improved by using oversampling to deal with the issues arising due to the high-bandwidth filter. An adaptive loop delay compensation method has also been adopted to minimize the adverse effects of loop delay in digital controller and to increase the robustness of the control algorithm in the presence of parameter variations. Simulation results are presented to validate the effectiveness of the proposed algorithm.