Copula Processes

We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility model, Gaussian Copula Process Volatility (GCPV), to predict the latent standard deviations of a sequence of random variables. To make predictions we use Bayesian inference, with the Laplace approximation, and with Markov chain Monte Carlo as an alternative. We find both methods comparable. We also find our model can outperform GARCH on simulated and financial data. And unlike GARCH, GCPV can easily handle missing data, incorporate covariates other than time, and model a rich class of covariance structures.

Generalised Wishart Processes

We introduce a stochastic process with Wishart marginals: the generalised Wishart process (GWP). It is a collection of positive semi-definite random matrices indexed by any arbitrary dependent variable. We use it to model dynamic (e.g. time varying) covariance matrices. Unlike existing models, it can capture a diverse class of covariance structures, it can easily handle missing data, the dependent variable can readily include covariates other than time, and it scales well with dimension; there is no need for free parameters, and optional parameters are easy to interpret. We describe how to construct the GWP, introduce general procedures for inference and predictions, and show that it outperforms its main competitor, multivariate GARCH, even on financial data that especially suits GARCH. We also show how to predict the mean of a multivariate process while accounting for dynamic correlations.

Copper homeostasis in Salmonella is atypical and copper-CueP is a major periplasmic metal complex.

Salmonella enterica sv. typhimurium (S. enterica sv. Typhimurium) has two metal-transporting P(1)-type ATPases whose actions largely overlap with respect to growth in elevated copper. Mutants lacking both ATPases over-accumulate copper relative to wild-type or either single mutant. Such duplication of ATPases is unusual in bacterial copper tolerance. Both ATPases are under the control of MerR family metal-responsive transcriptional activators. Analyses of periplasmic copper complexes identified copper-CueP as one of the predominant metal pools. Expression of cueP was recently shown to be controlled by the same metal-responsive activator as one of the P(1)-type ATPase genes (copA), and copper-CueP is a further atypical feature of copper homeostasis in S. enterica sv. Typhimurium. Elevated copper is detected by a reporter construct driven by the promoter of copA in wild-type S. enterica sv. Typhimurium during infection of macrophages. Double mutants missing both ATPases also show reduced survival inside cultured macrophages. It is hypothesized that elevated copper within macrophages may have selected for specialized copper-resistance systems in pathogenic microorganism such as S. enterica sv. Typhimurium.

Effect of imperfections on the yielding of two-dimensional foams

The influence of each of the six different types of morphological imperfection - waviness, non-uniform cell wall thickness, cell-size variations, fractured cell walls, cell-wall misalignments, and missing cells - on the yielding of 2D cellular solids has been studied systematically for biaxial loading. Emphasis is placed on quantifying the knock-down effect of these defects on the hydrostatic yield strength and upon understanding the associated deformation mechanisms. The simulations in the present study indicate that the high hydrostatic strength, characteristic of ideal honeycombs, is reduced to a level comparable with the deviatoric strength by several types of defect. The common source of this large knock-down is a switch in deformation mode from cell wall stretching to cell wall bending under hydrostatic loading. Fractured cell edges produce the largest knock-down effect on the yield strength of 2D foams, followed in order by missing cells, wavy cell edges, cell edge misalignments, Γ Voronoi cells, δ Voronoi cells, and non-uniform wall thickness. A simple elliptical yield function with two adjustable material parameters successfully fits the numerically predicted yield surfaces for the imperfect 2D foams, and shows potential as a phenomenological constitutive law to guide the design of structural components made from metallic foams.

Frequency-based interpolation of sampled signals with applications in audio restoration

A new interpolation technique has been developed for replacing missing samples in a sampled waveform drawn from a stationary stochastic process, given the power spectrum for the process. The method works with a finite block of data and is based on the assumption that components of the block DFT are Gaussian zero-mean independent random variables with variance proportional to the power spectrum at each frequency value. These assumptions make the interpolator particularly suitable for signals with a sharply-defined harmonic structure, such as audio waveforms recorded from music or voiced speech. Some results are presented and comparisons are made with existing techniques.

Cluster analysis of heterogeneous rank data

Cluster analysis of ranking data, which occurs in consumer questionnaires, voting forms or other inquiries of preferences, attempts to identify typical groups of rank choices. Empirically measured rankings are often incomplete, i.e. different numbers of filled rank positions cause heterogeneity in the data. We propose a mixture approach for clustering of heterogeneous rank data. Rankings of different lengths can be described and compared by means of a single probabilistic model. A maximum entropy approach avoids hidden assumptions about missing rank positions. Parameter estimators and an efficient EM algorithm for unsupervised inference are derived for the ranking mixture model. Experiments on both synthetic data and real-world data demonstrate significantly improved parameter estimates on heterogeneous data when the incomplete rankings are included in the inference process.

Demodulation as probabilistic inference

Demodulation is an ill-posed problem whenever both carrier and envelope signals are broadband and unknown. Here, we approach this problem using the methods of probabilistic inference. The new approach, called Probabilistic Amplitude Demodulation (PAD), is computationally challenging but improves on existing methods in a number of ways. By contrast to previous approaches to demodulation, it satisfies five key desiderata: PAD has soft constraints because it is probabilistic; PAD is able to automatically adjust to the signal because it learns parameters; PAD is user-steerable because the solution can be shaped by user-specific prior information; PAD is robust to broad-band noise because this is modeled explicitly; and PAD's solution is self-consistent, empirically satisfying a Carrier Identity property. Furthermore, the probabilistic view naturally encompasses noise and uncertainty, allowing PAD to cope with missing data and return error bars on carrier and envelope estimates. Finally, we show that when PAD is applied to a bandpass-filtered signal, the stop-band energy of the inferred carrier is minimal, making PAD well-suited to sub-band demodulation. © 2006 IEEE.

Patterns of interaction in construction team meetingsξ

Sir John Egan’s 1998 report on the construction industry (Construction Task Force 1998) noted its confrontational and adversarial nature. Both the original report and its subsequent endorsement in Accelerating Change (Strategic Forum 2002) called for improved working relationships—so-called ‘integration’—within and between both design and construction aspects. In this paper, we report on our observations of on-site team meetings for a major UK project during its construction phase. We attended a series of team meetings and recorded the patterns of verbal interaction that took place within them. In reporting our findings, we have deliberately used a graphical method for presenting the results, in the expectation that this will make them more readily accessible to designers. Our diagrams of these interaction patterns have already proved to be intuitively and quickly understood, and have generated interest and discussion among both those we observed and others who have seen them. We noted that different patterns of communication occurred in different types of meetings. Specifically, in the problem-solving meeting, there was a richness of interaction that was largely missing from progress meetings and technical meetings. Team members expressed greater satisfaction with this problem-solving meeting where these enriched exchanges took place. By making comparisons between the different patterns, we are also able to explore functional roles and their interactions. From this and other published evidence, we conclude that good teamworking practices depend on a complex interplay of relations and dependencies embedded within the team.

Probabilistic amplitude and frequency demodulation

A number of recent scientific and engineering problems require signals to be decomposed into a product of a slowly varying positive envelope and a quickly varying carrier whose instantaneous frequency also varies slowly over time. Although signal processing provides algorithms for so-called amplitude-and frequency-demodulation (AFD), there are well known problems with all of the existing methods. Motivated by the fact that AFD is ill-posed, we approach the problem using probabilistic inference. The new approach, called probabilistic amplitude and frequency demodulation (PAFD), models instantaneous frequency using an auto-regressive generalization of the von Mises distribution, and the envelopes using Gaussian auto-regressive dynamics with a positivity constraint. A novel form of expectation propagation is used for inference. We demonstrate that although PAFD is computationally demanding, it outperforms previous approaches on synthetic and real signals in clean, noisy and missing data settings.

The retrieval of structured design rationale for the re-use of design knowledge with an integrated representation

Design knowledge can be acquired from various sources and generally requires an integrated representation for its effective and efficient re-use. Though knowledge about products and processes can illustrate the solutions created (know-what) and the courses of actions (know-how) involved in their creation, the reasoning process (know-why) underlying the solutions and actions is still needed for an integrated representation of design knowledge. Design rationale is an effective way of capturing that missing part, since it records the issues addressed, the options considered, and the arguments used when specific design solutions are created and evaluated. Apart from the need for an integrated representation, effective retrieval methods are also of great importance for the re-use of design knowledge, as the knowledge involved in designing complex products can be huge. Developing methods for the retrieval of design rationale is very useful as part of the effective management of design knowledge, for the following reasons. Firstly, design engineers tend to want to consider issues and solutions before looking at solid models or process specifications in detail. Secondly, design rationale is mainly described using text, which often embodies much relevant design knowledge. Last but not least, design rationale is generally captured by identifying elements and their dependencies, i.e. in a structured way which opens the opportunity for going beyond simple keyword-based searching. In this paper, the management of design rationale for the re-use of design knowledge is presented. The retrieval of design rationale records in particular is discussed in detail. As evidenced in the development and evaluation, the methods proposed are useful for the re-use of design knowledge and can be generalised to be used for the retrieval of other kinds of structured design knowledge. © 2012 Elsevier Ltd. All rights reserved.

Bayesian interpolation in a dynamic sinusoidal model with application to packet-loss concealment

In this paper, we consider Bayesian interpolation and parameter estimation in a dynamic sinusoidal model. This model is more flexible than the static sinusoidal model since it enables the amplitudes and phases of the sinusoids to be time-varying. For the dynamic sinusoidal model, we derive a Bayesian inference scheme for the missing observations, hidden states and model parameters of the dynamic model. The inference scheme is based on a Markov chain Monte Carlo method known as Gibbs sampler. We illustrate the performance of the inference scheme to the application of packet-loss concealment of lost audio and speech packets. © EURASIP, 2010.

The most persistent soft-clique in a set of sampled graphs

When searching for characteristic subpatterns in potentially noisy graph data, it appears self-evident that having multiple observations would be better than having just one. However, it turns out that the inconsistencies introduced when different graph instances have different edge sets pose a serious challenge. In this work we address this challenge for the problem of finding maximum weighted cliques. We introduce the concept of most persistent soft-clique. This is subset of vertices, that 1) is almost fully or at least densely connected, 2) occurs in all or almost all graph instances, and 3) has the maximum weight. We present a measure of clique-ness, that essentially counts the number of edge missing to make a subset of vertices into a clique. With this measure, we show that the problem of finding the most persistent soft-clique problem can be cast either as: a) a max-min two person game optimization problem, or b) a min-min soft margin optimization problem. Both formulations lead to the same solution when using a partial Lagrangian method to solve the optimization problems. By experiments on synthetic data and on real social network data we show that the proposed method is able to reliably find soft cliques in graph data, even if that is distorted by random noise or unreliable observations. Copyright 2012 by the author(s)/owner(s).

Real-time marker prediction and CoR estimation in optical motion capture

Optical motion capture systems suffer from marker occlusions resulting in loss of useful information. This paper addresses the problem of real-time joint localisation of legged skeletons in the presence of such missing data. The data is assumed to be labelled 3d marker positions from a motion capture system. An integrated framework is presented which predicts the occluded marker positions using a Variable Turn Model within an Unscented Kalman filter. Inferred information from neighbouring markers is used as observation states; these constraints are efficient, simple, and real-time implementable. This work also takes advantage of the common case that missing markers are still visible to a single camera, by combining predictions with under-determined positions, resulting in more accurate predictions. An Inverse Kinematics technique is then applied ensuring that the bone lengths remain constant over time; the system can thereby maintain a continuous data-flow. The marker and Centre of Rotation (CoR) positions can be calculated with high accuracy even in cases where markers are occluded for a long period of time. Our methodology is tested against some of the most popular methods for marker prediction and the results confirm that our approach outperforms these methods in estimating both marker and CoR positions. © 2012 Springer-Verlag.