Convex relaxation of mixture regression with efficient algorithms

We develop a convex relaxation of maximum a posteriori estimation of a mixture of regression models. Although our relaxation involves a semidefinite matrix variable, we reformulate the problem to eliminate the need for general semidefinite programming. In particular, we provide two reformulations that admit fast algorithms. The first is a max-min spectral reformulation exploiting quasi-Newton descent. The second is a min-min reformulation consisting of fast alternating steps of closed-form updates. We evaluate the methods against Expectation-Maximization in a real problem of motion segmentation from video data.

A Hierarchical Model for Ordinal Matrix Factorization

This paper proposes a hierarchical probabilistic model for ordinal matrix factorization. Unlike previous approaches, we model the ordinal nature of the data and take a principled approach to incorporating priors for the hidden variables. Two algorithms are presented for inference, one based on Gibbs sampling and one based on variational Bayes. Importantly, these algorithms may be implemented in the factorization of very large matrices with missing entries. The model is evaluated on a collaborative filtering task, where users have rated a collection of movies and the system is asked to predict their ratings for other movies. The Netflix data set is used for evaluation, which consists of around 100 million ratings. Using root mean-squared error (RMSE) as an evaluation metric, results show that the suggested model outperforms alternative factorization techniques. Results also show how Gibbs sampling outperforms variational Bayes on this task, despite the large number of ratings and model parameters. Matlab implementations of the proposed algorithms are available from cogsys.imm.dtu.dk/ordinalmatrixfactorization.

Improved bounds for subband-adaptive iterative shrinkage/thresholding algorithms.

This paper presents new methods for computing the step sizes of the subband-adaptive iterative shrinkage-thresholding algorithms proposed by Bayram & Selesnick and Vonesch & Unser. The method yields tighter wavelet-domain bounds of the system matrix, thus leading to improved convergence speeds. It is directly applicable to non-redundant wavelet bases, and we also adapt it for cases of redundant frames. It turns out that the simplest and most intuitive setting for the step sizes that ignores subband aliasing is often satisfactory in practice. We show that our methods can be used to advantage with reweighted least squares penalty functions as well as L1 penalties. We emphasize that the algorithms presented here are suitable for performing inverse filtering on very large datasets, including 3D data, since inversions are applied only to diagonal matrices and fast transforms are used to achieve all matrix-vector products.

Single-sensor maximum power point tracking algorithms

Single-sensor maximum power point tracking algorithms for photovoltaic systems are presented. The algorithms have the features, characteristics and advantages of the widely used incremental conductance (INC) algorithm. However; unlike the INC algorithm which requires two sensors (the voltage sensor and the current sensor), the single-sensor algorithms are more desirable because they require only one sensor: the voltage sensor. The algorithms operate by maximising power at the DC-DC converter output, instead of the input. © 2013 The Institution of Engineering and Technology.

Probabilistic soil identification based on cone penetration tests

In geotechnical engineering, soil classification is an essential component in the design process. Field methods such as the cone penetration test (CPT) can be used as less expensive and faster alternatives to sample retrieval and testing. Unfortunately, current soil classification charts based on CPT data and laboratory measurements are too generic, and may not provide an accurate prediction of the soil type. A probabilistic approach is proposed here to update and modify soil identification charts based on site-specific CPT data. The probability that a soil is correctly classified is also estimated. The updated identification chart can be used for a more accurate prediction of the classification of the soil, and can account for prior information available before conducting the tests, site-specific data, and measurement errors. As an illustration, the proposed approach is implemented using CPT data from the Treporti Test Site (TTS) near Venice (Italy) and the National Geotechnical Experimentation Sites (NGES) at Texas A&M University. The applicability of the site-specific chart for other sites in Venice Lagoon is assessed using data from the Malamocco test site, approximately 20 km from TTS.

A PDE viewpoint on basic properties of coordination algorithms with symmetries

Several recent control applications consider the coordination of subsystems through local interaction. Often the interaction has a symmetry in state space, e.g. invariance with respect to a uniform translation of all subsystem values. The present paper shows that in presence of such symmetry, fundamental properties can be highlighted by viewing the distributed system as the discrete approximation of a partial differential equation. An important fact is that the symmetry on the state space differs from the popular spatial invariance property, which is not necessary for the present results. The relevance of the viewpoint is illustrated on two examples: (i) ill-conditioning of interaction matrices in coordination/consensus problems and (ii) the string instability issue. ©2009 IEEE.

Optimization Algorithms on Matrix Manifolds

This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms.

Detecting bipedal motion from correlated probabilistic trajectories

This paper is about detecting bipedal motion in video sequences by using point trajectories in a framework of classification. Given a number of point trajectories, we find a subset of points which are arising from feet in bipedal motion by analysing their spatio-temporal correlation in a pairwise fashion. To this end, we introduce probabilistic trajectories as our new features which associate each point over a sufficiently long time period in the presence of noise. They are extracted from directed acyclic graphs whose edges represent temporal point correspondences and are weighted with their matching probability in terms of appearance and location. The benefit of the new representation is that it practically tolerates inherent ambiguity for example due to occlusions. We then learn the correlation between the motion of two feet using the probabilistic trajectories in a decision forest classifier. The effectiveness of the algorithm is demonstrated in experiments on image sequences captured with a static camera, and extensions to deal with a moving camera are discussed. © 2013 Elsevier B.V. All rights reserved.