Gaussian process change point models

We combine Bayesian online change point detection with Gaussian processes to create a nonparametric time series model which can handle change points. The model can be used to locate change points in an online manner; and, unlike other Bayesian online change point detection algorithms, is applicable when temporal correlations in a regime are expected. We show three variations on how to apply Gaussian processes in the change point context, each with their own advantages. We present methods to reduce the computational burden of these models and demonstrate it on several real world data sets. Copyright 2010 by the author(s)/owner(s).

Assessment of CFD models for shock boundary-layer interaction

A workshop on the computational fluid dynamics (CFD) prediction of shock boundary-layer interactions (SBLIs) was held at the 48th AIAA Aerospace Sciences Meeting. As part of the workshop numerous CFD analysts submitted solutions to four experimentally measured SBLIs. This paper describes the assessment of the CFD predictions. The assessment includes an uncertainty analysis of the experimental data, the definition of an error metric and the application of that metric to the CFD solutions. The CFD solutions provided very similar levels of error and in general it was difficult to discern clear trends in the data. For the Reynolds Averaged Navier-Stokes methods the choice of turbulence model appeared to be the largest factor in solution accuracy. Large-eddy simulation methods produced error levels similar to RANS methods but provided superior predictions of normal stresses.

Image sequence segmentation using mixture-models with uniqueness and spatio-temporal consistency constraints

The use of mixture-model techniques for motion estimation and image sequence segmentation was discussed. The issues such as modeling of occlusion and uncovering, determining the relative depth of the objects in a scene, and estimating the number of objects in a scene were also investigated. The segmentation algorithm was found to be computationally demanding, but the computational requirements were reduced as the motion parameters and segmentation of the frame were initialized. The method provided a stable description, in whichthe addition and removal of objects from the description corresponded to the entry and exit of objects from the scene.

An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

Phrase-based statistical language generation using graphical models and active learning

Most previous work on trainable language generation has focused on two paradigms: (a) using a statistical model to rank a set of generated utterances, or (b) using statistics to inform the generation decision process. Both approaches rely on the existence of a handcrafted generator, which limits their scalability to new domains. This paper presents BAGEL, a statistical language generator which uses dynamic Bayesian networks to learn from semantically-aligned data produced by 42 untrained annotators. A human evaluation shows that BAGEL can generate natural and informative utterances from unseen inputs in the information presentation domain. Additionally, generation performance on sparse datasets is improved significantly by using certainty-based active learning, yielding ratings close to the human gold standard with a fraction of the data. © 2010 Association for Computational Linguistics.

An examination of strain space versus stress space for the formulation of elastoplastic constitutive models

Several elastoplastic soil models have been proposed over the years that are formulated in strain space rather than stress space due to certain analytical and computational advantages. One such model, BRICK (Simpson 1992), has been continuously utilized and developed for industrial applications within Arup Geotechnics for more than two decades. This paper aims to describe the advantages and difficulties associated with strain space modeling. In addition, it will show how recent advances in modeling the effects of stress history, stiffness anisotropy, strength anisotropy and time-dependence in conventional stress space models can be transferred to the BRICK model. © 2010 Taylor & Francis Group, London.

Combustion rumble prediction with integrated computational-fluid-dynamics/ low-order-model methods

The pressure oscillation within combustion chambers of aeroengines and industrial gas turbines is a major technical challenge to the development of high-performance and low-emission propulsion systems. In this paper, an approach integrating computational fluid dynamics and one-dimensional linear stability analysis is developed to predict the modes of oscillation in a combustor and their frequencies and growth rates. Linear acoustic theory was used to describe the acoustic waves propagating upstream and downstream of the combustion zone, which enables the computational fluid dynamics calculation to be efficiently concentrated on the combustion zone. A combustion oscillation was found to occur with its predicted frequency in agreement with experimental measurements. Furthermore, results from the computational fluid dynamics calculation provide the flame transfer function to describe unsteady heat release rate. Departures from ideal one-dimensional flows are described by shape factors. Combined with this information, low-order models can work out the possible oscillation modes and their initial growth rates. The approach developed here can be used in more general situations for the analysis of combustion oscillations. Copyright © 2012 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

A review on slip models for gas microflows

Accurate modeling of gas microflow is crucial for the microfluidic devices in MEMS. Gas microflows through these devices are often in the slip and transition flow regimes, characterized by the Knudsen number of the order of 10-2∼100. An increasing number of researchers now dedicate great attention to the developments in the modeling of non-equilibrium boundary conditions in the gas microflows, concentrating on the slip model. In this review, we present various slip models obtained from different theoretical, computational and experimental studies for gas microflows. Correct descriptions of the Knudsen layer effect are of critical importance in modeling and designing of gas microflow systems and in predicting their performances. Theoretical descriptions of the gas-surface interaction and gas-surface molecular interaction models are introduced to describe the boundary conditions. Various methods and techniques for determination of the slip coefficients are reviewed. The review presents the considerable success in the implementation of various slip boundary conditions to extend the Navier-Stokes (N-S) equations into the slip and transition flow regimes. Comparisons of different values and formulations of the first- and second-order slip coefficients and models reveal the discrepancies arising from different definitions in the first-order slip coefficient and various approaches to determine the second-order slip coefficient. In addition, no consensus has been reached on the correct and generalized form of higher-order slip expression. The influences of specific effects, such as effective mean free path of the gas molecules and viscosity, surface roughness, gas composition and tangential momentum accommodation coefficient, on the hybrid slip models for gas microflows are analyzed and discussed. It shows that although the various hybrid slip models are proposed from different viewpoints, they can contribute to N-S equations for capturing the high Knudsen number effects in the slip and transition flow regimes. Future studies are also discussed for improving the understanding of gas microflows and enabling us to exactly predict and actively control gas slip. © Springer-Verlag 2012.

Two problems with variational expectation maximisation for time-series models

Variational methods are a key component of the approximate inference and learning toolbox. These methods fill an important middle ground, retaining distributional information about uncertainty in latent variables, unlike maximum a posteriori methods (MAP), and yet generally requiring less computational time than Monte Carlo Markov Chain methods. In particular the variational Expectation Maximisation (vEM) and variational Bayes algorithms, both involving variational optimisation of a free-energy, are widely used in time-series modelling. Here, we investigate the success of vEM in simple probabilistic time-series models. First we consider the inference step of vEM, and show that a consequence of the well-known compactness property of variational inference is a failure to propagate uncertainty in time, thus limiting the usefulness of the retained distributional information. In particular, the uncertainty may appear to be smallest precisely when the approximation is poorest. Second, we consider parameter learning and analytically reveal systematic biases in the parameters found by vEM. Surprisingly, simpler variational approximations (such a mean-field) can lead to less bias than more complicated structured approximations.

Temporal difference models describe higher-order learning in humans.

The ability to use environmental stimuli to predict impending harm is critical for survival. Such predictions should be available as early as they are reliable. In pavlovian conditioning, chains of successively earlier predictors are studied in terms of higher-order relationships, and have inspired computational theories such as temporal difference learning. However, there is at present no adequate neurobiological account of how this learning occurs. Here, in a functional magnetic resonance imaging (fMRI) study of higher-order aversive conditioning, we describe a key computational strategy that humans use to learn predictions about pain. We show that neural activity in the ventral striatum and the anterior insula displays a marked correspondence to the signals for sequential learning predicted by temporal difference models. This result reveals a flexible aversive learning process ideally suited to the changing and uncertain nature of real-world environments. Taken with existing data on reward learning, our results suggest a critical role for the ventral striatum in integrating complex appetitive and aversive predictions to coordinate behaviour.

Dynamic Covariance Models for Multivariate Financial Time Series

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To address these problems we introduce a novel dynamic model for time-changing covariances. Over-fitting and local optima are avoided by following a Bayesian approach instead of computing point estimates. Changes in market conditions are captured by assuming a diffusion process in parameter values, and finally computationally efficient and scalable inference is performed using particle filters. Experiments with financial data show excellent performance of the proposed method with respect to current standard models.

Using mesoscopic models to design strong and tough biomimetic polymer networks

Using computational modeling, we investigate the mechanical properties of polymeric materials composed of coiled chains, or "globules", which encompass a folded secondary structure and are cross-linked by labile bonds to form a macroscopic network. In the presence of an applied force, the globules can unfold into linear chains and thereby dissipate energy as the network is deformed; the latter attribute can contribute to the toughness of the material. Our goal is to determine how to tailor the labile intra- and intermolecular bonds within the network to produce material exhibiting both toughness and strength. Herein, we use the lattice spring model (LSM) to simulate the globules and the cross-linked network. We also utilize our modified Hierarchical Bell model (MHBM) to simulate the rupture and reforming of N parallel bonds. By applying a tensile deformation, we demonstrate that the mechanical properties of the system are sensitive to the values of N in and N out, the respective values of N for the intra- and intermolecular bonds. We find that the strength of the material is mainly controlled by the value of N out, with the higher value of N out providing a stronger material. We also find that, if N in is smaller than N out, the globules can unfold under the tensile load before the sample fractures and, in this manner, can increase the ductility of the sample. Our results provide effective strategies for exploiting relatively weak, labile interactions (e.g., hydrogen bonding or the thiol/disulfide exchange reaction) in both the intra- and intermolecular bonds to tailor the macroscopic performance of the materials. © 2011 American Chemical Society.

Efficient numerical models for investigating the statistics of random dynamic systems

The study of random dynamic systems usually requires the definition of an ensemble of structures and the solution of the eigenproblem for each member of the ensemble. If the process is carried out using a conventional numerical approach, the computational cost becomes prohibitive for complex systems. In this work, an alternative numerical method is proposed. The results for the response statistics are compared with values obtained from a detailed stochastic FE analysis of plates. The proposed method seems to capture the statistical behaviour of the response with a reduced computational cost.

Computational analysis of liquid crystalline elastomer membranes: Changing Gaussian curvature without stretch energy

Liquid crystalline elastomers (LCEs) can undergo extremely large reversible shape changes when exposed to external stimuli, such as mechanical deformations, heating or illumination. The deformation of LCEs result from a combination of directional reorientation of the nematic director and entropic elasticity. In this paper, we study the energetics of initially flat, thin LCE membranes by stress driven reorientation of the nematic director. The energy functional used in the variational formulation includes contributions depending on the deformation gradient and the second gradient of the deformation. The deformation gradient models the in-plane stretching of the membrane. The second gradient regularises the non-convex membrane energy functional so that infinitely fine in-plane microstructures and infinitely fine out-of-plane membrane wrinkling are penalised. For a specific example, our computational results show that a non-developable surface can be generated from an initially flat sheet at cost of only energy terms resulting from the second gradients. That is, Gaussian curvature can be generated in LCE membranes without the cost of stretch energy in contrast to conventional materials. © 2013 Elsevier Ltd. All rights reserved.