Accelerating Bayesian hierarchical clustering of time series data with a randomised algorithm.

We live in an era of abundant data. This has necessitated the development of new and innovative statistical algorithms to get the most from experimental data. For example, faster algorithms make practical the analysis of larger genomic data sets, allowing us to extend the utility of cutting-edge statistical methods. We present a randomised algorithm that accelerates the clustering of time series data using the Bayesian Hierarchical Clustering (BHC) statistical method. BHC is a general method for clustering any discretely sampled time series data. In this paper we focus on a particular application to microarray gene expression data. We define and analyse the randomised algorithm, before presenting results on both synthetic and real biological data sets. We show that the randomised algorithm leads to substantial gains in speed with minimal loss in clustering quality. The randomised time series BHC algorithm is available as part of the R package BHC, which is available for download from Bioconductor (version 2.10 and above) via http://bioconductor.org/packages/2.10/bioc/html/BHC.html. We have also made available a set of R scripts which can be used to reproduce the analyses carried out in this paper. These are available from the following URL. https://sites.google.com/site/randomisedbhc/.

A general design method for electric machines using magnetic circuit model considering the flux saturation problem

This paper proposes an analytical approach that is generalized for the design of various types of electric machines based on a physical magnetic circuit model. Conventional approaches have been used to predict the behavior of electric machines but have limitations in accurate flux saturation analysis and hence machine dimensioning at the initial design stage. In particular, magnetic saturation is generally ignored or compensated by correction factors in simplified models since it is difficult to determine the flux in each stator tooth for machines with any slot-pole combinations. In this paper, the flux produced by stator winding currents can be calculated accurately and rapidly for each stator tooth using the developed model, taking saturation into account. This aids machine dimensioning without the need for a computationally expensive finite element analysis (FEA). A 48-slot machine operated in induction and doubly-fed modes is used to demonstrate the proposed model. FEA is employed for verification.

High order schemes on three-dimensional general polyhedral meshes - Application to the level set method

In this article, we detail the methodology developed to construct arbitrarily high order schemes - linear and WENO - on 3D mixed-element unstructured meshes made up of general convex polyhedral elements. The approach is tailored specifically for the solution of scalar level set equations for application to incompressible two-phase flow problems. The construction of WENO schemes on 3D unstructured meshes is notoriously difficult, as it involves a much higher level of complexity than 2D approaches. This due to the multiplicity of geometrical considerations introduced by the extra dimension, especially on mixed-element meshes. Therefore, we have specifically developed a number of algorithms to handle mixed-element meshes composed of convex polyhedra with convex polygonal faces. The contribution of this work concerns several areas of interest: the formulation of an improved methodology in 3D, the minimisation of computational runtime in the implementation through the maximum use of pre-processing operations, the generation of novel methods to handle complex 3D mixed-element meshes and finally the application of the method to the transport of a scalar level set. © 2012 Global-Science Press.

Sequential decision making in general state space models

Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.

Towards identification of a general model of damping

Characterization of damping forces in a vibrating structure has long been an active area of research in structural dynamics. In spite of a large amount of research, understanding of damping mechanisms is not well developed. A major reason for this is that unlike inertia and stiffness forces it is not in general clear what are the state variables that govern the damping forces. The most common approach is to use `viscous damping' where the instantaneous generalized velocities are the only relevant state variables. However, viscous damping by no means the only damping model within the scope of linear analysis. Any model which makes the energy dissipation functional non-negative is a possible candidate for a valid damping model. This paper is devoted to develop methodologies for identification of such general damping models responsible for energy dissipation in a vibrating structure. The method uses experimentally identified complex modes and complex natural frequencies and does not a-priori assume any fixed damping model (eg., viscous damping) but seeks to determine parameters of a general damping model described by the so called `relaxation function'. The proposed method and several related issues are discussed by considering a numerical example of a linear array of damped spring-mass oscillators.

Fourier analysis and gabor filtering for texture analysis and local reconstruction of general shapes

Since the pioneering work of Gibson in 1950, Shape- From-Texture has been considered by researchers as a hard problem, mainly due to restrictive assumptions which often limit its applicability. We assume a very general stochastic homogeneity and perspective camera model, for both deterministic and stochastic textures. A multi-scale distortion is efficiently estimated with a previously presented method based on Fourier analysis and Gabor filters. The novel 3D reconstruction method that we propose applies to general shapes, and includes non-developable and extensive surfaces. Our algorithm is accurate, robust and compares favorably to the present state of the art of Shape-From- Texture. Results show its application to non-invasively study shape changes with laid-on textures, while rendering and retexturing of cloth is suggested for future work. © 2009 IEEE.

Active control of high-frequency vibration: Optimisation using the hybrid modelling method

This work presents active control of high-frequency vibration using skyhook dampers. The choice of the damper gain and its optimal location is crucial for the effective implementation of active vibration control. In vibration control, certain sensor/actuator locations are preferable for reducing structural vibration while using minimum control effort. In order to perform optimisation on a general built-up structure to control vibration, it is necessary to have a good modelling technique to predict the performance of the controller. The present work exploits the hybrid modelling approach, which combines the finite element method (FEM) and statistical energy analysis (SEA) to provide efficient response predictions at medium to high frequencies. The hybrid method is implemented here for a general network of plates, coupled via springs, to allow study of a variety of generic control design problems. By combining the hybrid method with numerical optimisation using a genetic algorithm, optimal skyhook damper gains and locations are obtained. The optimal controller gain and location found from the hybrid method are compared with results from a deterministic modelling method. Good agreement between the results is observed, whereas results from the hybrid method are found in a significantly reduced amount of time. © 2012 Elsevier Ltd. All rights reserved.

Consensus under general convexity

A method is proposed to characterize contraction of a set through orthogonal projections. For discrete-time multi-agent systems, quantitative estimates of convergence (to a consensus) rate are provided by means of contracting convex sets. Required convexity for the sets that should include the values that the transition maps of agents take is considered in a more general sense than that of Euclidean geometry. © 2007 IEEE.