Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation

Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.

Automated Computation of the Fundamental Matrix for Vision-Based Construction Site Applications

Estimating the fundamental matrix (F), to determine the epipolar geometry between a pair of images or video frames, is a basic step for a wide variety of vision-based functions used in construction operations, such as camera-pair calibration, automatic progress monitoring, and 3D reconstruction. Currently, robust methods (e.g., SIFT + normalized eight-point algorithm + RANSAC) are widely used in the construction community for this purpose. Although they can provide acceptable accuracy, the significant amount of required computational time impedes their adoption in real-time applications, especially video data analysis with many frames per second. Aiming to overcome this limitation, this paper presents and evaluates the accuracy of a solution to find F by combining the use of two speedy and consistent methods: SURF for the selection of a robust set of point correspondences and the normalized eight-point algorithm. This solution is tested extensively on construction site image pairs including changes in viewpoint, scale, illumination, rotation, and moving objects. The results demonstrate that this method can be used for real-time applications (5 image pairs per second with the resolution of 640 × 480) involving scenes of the built environment.

Influence of the matrix properties on the performances of Er-doped Si nanoclusters light emitting devices

We investigated the properties of light emitting devices whose active layer consists of Er-doped Si nanoclusters (nc) generated by thermal annealing of Er-doped SiOx layers prepared by magnetron cosputtering. Differently from a widely used technique such as plasma enhanced chemical vapor deposition, sputtering allows to synthesize Er-doped Si nc embedded in an almost stoichiometric oxide matrix, so as to deeply influence the electroluminescence properties of the devices. Relevant results include the need for an unexpected low Si excess for optimizing the device efficiency and, above all, the strong reduction of the influence of Auger de-excitation, which represents the main nonradiative path which limits the performances of such devices and their application in silicon nanophotonics. © 2010 American Institute of Physics.

Low-rank optimization for distance matrix completion

This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the number of considered data points. The focus is on high-dimensional problems. We recast the considered problem into an optimization problem over the set of low-rank positive semidefinite matrices and propose two efficient algorithms for low-rank distance matrix completion. In addition, we propose a strategy to determine the dimension of the embedding space. The resulting algorithms scale to high-dimensional problems and monotonically converge to a global solution of the problem. Finally, numerical experiments illustrate the good performance of the proposed algorithms on benchmarks. © 2011 IEEE.

Determination of the rheological parameters of self-compacting concrete matrix using slump flow test

The classification of a concrete mixture as self-compacting (SCC) is performed by a series of empirical characterization tests that have been designed to assess not only the flowability of the mixture but also its segregation resistance and filling ability. The objective of the present work is to correlate the rheological parameters of SCC matrix, yield stress and plastic viscosity, to slump flow measurements. The focus of the slump flow test investigation was centered on the fully yielded flow regime and an empirical model relating the yield stress to material and flow parameters is proposed. Our experimental data revealed that the time for a spread of 500 mm which is used in engineering practice as reference for measurement parameters, is an arbitrary choice. Our findings indicate that the non-dimensional final spread is linearly related to the non-dimensional yield-stress. Finally, there are strong indications that the non-dimensional viscosity of the mixture is associated with the non-dimensional final spread as well as the stopping time of the slump flow; this experimental data set suggests an exponential decay of the final spread and stopping time with viscosity. © Appl. Rheol.

Fixed-rank matrix factorizations and Riemannian low-rank optimization

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient manifolds. We study the underlying geometries of several well-known fixed-rank matrix factorizations and then exploit the Riemannian quotient geometry of the search space in the design of a class of gradient descent and trust-region algorithms. The proposed algorithms generalize our previous results on fixed-rank symmetric positive semidefinite matrices, apply to a broad range of applications, scale to high-dimensional problems, and confer a geometric basis to recent contributions on the learning of fixed-rank non-symmetric matrices. We make connections with existing algorithms in the context of low-rank matrix completion and discuss the usefulness of the proposed framework. Numerical experiments suggest that the proposed algorithms compete with state-of-the-art algorithms and that manifold optimization offers an effective and versatile framework for the design of machine learning algorithms that learn a fixed-rank matrix. © 2013 Springer-Verlag Berlin Heidelberg.