Design, construction and evaluation of systems to predict risk in obstetrics.

We present a systematic, practical approach to developing risk prediction systems, suitable for use with large databases of medical information. An important part of this approach is a novel feature selection algorithm which uses the area under the receiver operating characteristic (ROC) curve to measure the expected discriminative power of different sets of predictor variables. We describe this algorithm and use it to select variables to predict risk of a specific adverse pregnancy outcome: failure to progress in labour. Neural network, logistic regression and hierarchical Bayesian risk prediction models are constructed, all of which achieve close to the limit of performance attainable on this prediction task. We show that better prediction performance requires more discriminative clinical information rather than improved modelling techniques. It is also shown that better diagnostic criteria in clinical records would greatly assist the development of systems to predict risk in pregnancy.

Nonparametric Bayesian sparse factor models with application to gene expression modeling

A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data $\mathbf{Y}$ is modeled as a linear superposition, $\mathbf{G}$, of a potentially infinite number of hidden factors, $\mathbf{X}$. The Indian Buffet Process (IBP) is used as a prior on $\mathbf{G}$ to incorporate sparsity and to allow the number of latent features to be inferred. The model's utility for modeling gene expression data is investigated using randomly generated data sets based on a known sparse connectivity matrix for E. Coli, and on three biological data sets of increasing complexity.

Bayesian Structured Prediction Using Gaussian Processes

We introduce a conceptually novel structured prediction model, GPstruct, which is kernelized, non-parametric and Bayesian, by design. We motivate the model with respect to existing approaches, among others, conditional random fields (CRFs), maximum margin Markov networks (M3N), and structured support vector machines (SVMstruct), which embody only a subset of its properties. We present an inference procedure based on Markov Chain Monte Carlo. The framework can be instantiated for a wide range of structured objects such as linear chains, trees, grids, and other general graphs. As a proof of concept, the model is benchmarked on several natural language processing tasks and a video gesture segmentation task involving a linear chain structure. We show prediction accuracies for GPstruct which are comparable to or exceeding those of CRFs and SVMstruct.

A comparison of two models for the vibration response of piled foundations to inertial and underground-railway-induced loadings

The vibration response of piled foundations due to ground-borne vibration produced by an underground railway is a largely-neglected area in the field of structural dynamics. However, this continues to be an important aspect of research as it is expected that the presence of piled foundations can have a significant influence on the propagation and transmission of the wavefield produced by the underground railway. This paper presents a comparison of two methods that can be employed in calculating the vibration response of a piled foundation: an efficient semi-analytical model, and a Boundary Element model. The semi-analytical model uses a column or an Euler beam to model the pile, and the soil is modelled as a linear, elastic continuum that has the geometry of a thick-walled cylinder with an infinite outer radius and an inner radius equal to the radius of the pile. The boundary element model uses a constant-element BEM formulation for the halfspace, and a rectangular discretisation of the circular pile-soil interface. The piles are modelled as Timoshenko beams. Pile-soil-pile interactions are inherently accounted for in the BEM equations, whereas in the semi-analytical model these are quantified using the superposition of interaction factors. Both models use the method of joining subsystems to incorporate the incident wavefield generated by the underground railway into the pile model. Results are computed for a single pile subject to an inertial loading, pile-soil-pile interactions, and a pile group subjected to excitation from an underground railway. The two models are compared in terms of accuracy, computation time, versatility and applicability, and guidelines for future vibration prediction models involving piled foundations are proposed.

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.

Vibration from railways: Can we achieve better than +/-10dB prediction accuracy?

This paper examines the sources of uncertainly in models used to predict vibration from underground railways. It will become clear from this presentation that by varying parameters by a small amount, consistent with uncertainties in measured data, the predicted vibration levels vary significantly, often by more than 10dB. This error cannot be forecast. Small changes made to soil parameters (Compressive and Shear Wave velocities and density), to slab bending stiffness and mass and to the measurement position give rise to changes in vibration levels of more than lOdB. So if 10dB prediction error results from small uncertainties in soil parameters and measurement position it cannot be sensible to rely on prediction models for accuracy better than 10dB. The presentation will demonstrate in real time the use of the new - and freely-available - PiP software for calculating vibration from railway tunnels in real time.

Field programmable gate array based predictive control system for spacecraft rendezvous in elliptical orbits

Copyright © 2014 John Wiley & Sons, Ltd. Copyright © 2014 John Wiley & Sons, Ltd. Summary A field programmable gate array (FPGA) based model predictive controller for two phases of spacecraft rendezvous is presented. Linear time-varying prediction models are used to accommodate elliptical orbits, and a variable prediction horizon is used to facilitate finite time completion of the longer range manoeuvres, whilst a fixed and receding prediction horizon is used for fine-grained tracking at close range. The resulting constrained optimisation problems are solved using a primal-dual interior point algorithm. The majority of the computational demand is in solving a system of simultaneous linear equations at each iteration of this algorithm. To accelerate these operations, a custom circuit is implemented, using a combination of Mathworks HDL Coder and Xilinx System Generator for DSP, and used as a peripheral to a MicroBlaze soft-core processor on the FPGA, on which the remainder of the system is implemented. Certain logic that can be hard-coded for fixed sized problems is implemented to be configurable online, in order to accommodate the varying problem sizes associated with the variable prediction horizon. The system is demonstrated in closed-loop by linking the FPGA with a simulation of the spacecraft dynamics running in Simulink on a PC, using Ethernet. Timing comparisons indicate that the custom implementation is substantially faster than pure embedded software-based interior point methods running on the same MicroBlaze and could be competitive with a pure custom hardware implementation.