Robust network reconstruction in polynomial time

This paper presents an efficient algorithm for robust network reconstruction of Linear Time-Invariant (LTI) systems in the presence of noise, estimation errors and unmodelled nonlinearities. The method here builds on previous work [1] on robust reconstruction to provide a practical implementation with polynomial computational complexity. Following the same experimental protocol, the algorithm obtains a set of structurally-related candidate solutions spanning every level of sparsity. We prove the existence of a magnitude bound on the noise, which if satisfied, guarantees that one of these structures is the correct solution. A problem-specific model-selection procedure then selects a single solution from this set and provides a measure of confidence in that solution. Extensive simulations quantify the expected performance for different levels of noise and show that significantly more noise can be tolerated in comparison to the original method. © 2012 IEEE.

Optimal H2 order-one reduction by solving eigenproblems for polynomial equations

A method is given for solving an optimal H2 approximation problem for SISO linear time-invariant stable systems. The method, based on constructive algebra, guarantees that the global optimum is found; it does not involve any gradient-based search, and hence avoids the usual problems of local minima. We examine mostly the case when the model order is reduced by one, and when the original system has distinct poles. This case exhibits special structure which allows us to provide a complete solution. The problem is converted into linear algebra by exhibiting a finite-dimensional basis for a certain space, and can then be solved by eigenvalue calculations, following the methods developed by Stetter and Moeller. The use of Buchberger's algorithm is avoided by writing the first-order optimality conditions in a special form, from which a Groebner basis is immediately available. Compared with our previous work the method presented here has much smaller time and memory requirements, and can therefore be applied to systems of significantly higher McMillan degree. In addition, some hypotheses which were required in the previous work have been removed. Some examples are included.

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/.

Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.

A robust Bayesian two-sample test for detecting intervals of differential gene expression in microarray time series.

Understanding the regulatory mechanisms that are responsible for an organism's response to environmental change is an important issue in molecular biology. A first and important step towards this goal is to detect genes whose expression levels are affected by altered external conditions. A range of methods to test for differential gene expression, both in static as well as in time-course experiments, have been proposed. While these tests answer the question whether a gene is differentially expressed, they do not explicitly address the question when a gene is differentially expressed, although this information may provide insights into the course and causal structure of regulatory programs. In this article, we propose a two-sample test for identifying intervals of differential gene expression in microarray time series. Our approach is based on Gaussian process regression, can deal with arbitrary numbers of replicates, and is robust with respect to outliers. We apply our algorithm to study the response of Arabidopsis thaliana genes to an infection by a fungal pathogen using a microarray time series dataset covering 30,336 gene probes at 24 observed time points. In classification experiments, our test compares favorably with existing methods and provides additional insights into time-dependent differential expression.

Applications of stochastic context-free grammars using the Inside-Outside algorithm

This paper describes two applications in speech recognition of the use of stochastic context-free grammars (SCFGs) trained automatically via the Inside-Outside Algorithm. First, SCFGs are used to model VQ encoded speech for isolated word recognition and are compared directly to HMMs used for the same task. It is shown that SCFGs can model this low-level VQ data accurately and that a regular grammar based pre-training algorithm is effective both for reducing training time and obtaining robust solutions. Second, an SCFG is inferred from a transcription of the speech used to train a phoneme-based recognizer in an attempt to model phonotactic constraints. When used as a language model, this SCFG gives improved performance over a comparable regular grammar or bigram. © 1991.

Time-frequency spectral estimation of speech

In recent years there has been a growing interest amongst the speech research community into the use of spectral estimators which circumvent the traditional quasi-stationary assumption and provide greater time-frequency (t-f) resolution than conventional spectral estimators, such as the short time Fourier power spectrum (STFPS). One distribution in particular, the Wigner distribution (WD), has attracted considerable interest. However, experimental studies have indicated that, despite its improved t-f resolution, employing the WD as the front end of speech recognition system actually reduces recognition performance; only by explicitly re-introducing t-f smoothing into the WD are recognition rates improved. In this paper we provide an explanation for these findings. By treating the spectral estimation problem as one of optimization of a bias variance trade off, we show why additional t-f smoothing improves recognition rates, despite reducing the t-f resolution of the spectral estimator. A practical adaptive smoothing algorithm is presented, whicy attempts to match the degree of smoothing introduced into the WD with the time varying quasi-stationary regions within the speech waveform. The recognition performance of the resulting adaptively smoothed estimator is found to be comparable to that of conventional filterbank estimators, yet the average temporal sampling rate of the resulting spectral vectors is reduced by around a factor of 10. © 1992.

Efficient block segmentation algorithm for true motion estimation

A block-based motion estimation technique is proposed which permits a less general segmentation performed using an efficient deterministic algorithm. Applied to image pairs from the Flower Garden and Table Tennis sequences, the algorithm successfully localizes motion discontinuities and detects uncovered regions. The algorithm is implemented in C on a Sun Sparcstation 20. The gradient-based motion estimation required 28.8 s CPU time, and 500 iterations of the segmentation algorithm required 32.6 s.

Real time feature-based facial tracking using Lie algebras

We have developed a novel human facial tracking system that operates in real time at a video frame rate without needing any special hardware. The approach is based on the use of Lie algebra, and uses three-dimensional feature points on the targeted human face. It is assumed that the roughly estimated facial model (relative coordinates of the three-dimensional feature points) is known. First, the initial feature positions of the face are determined using a model fitting technique. Then, the tracking is operated by the following sequence: (1) capture the new video frame and render feature points to the image plane; (2) search for new positions of the feature points on the image plane; (3) get the Euclidean matrix from the moving vector and the three-dimensional information for the points; and (4) rotate and translate the feature points by using the Euclidean matrix, and render the new points on the image plane. The key algorithm of this tracker is to estimate the Euclidean matrix by using a least square technique based on Lie algebra. The resulting tracker performed very well on the task of tracking a human face.

An efficient frequency-domain algorithm for wave scattering problems with application to jet noise

This paper presents a pseudo-time-step method to calculate a (vector) Green function for the adjoint linearised Euler equations as a scattering problem in the frequency domain, for use as a jet-noise propagation prediction tool. A method of selecting the acoustics-related solution in a truncated spatial domain while suppressing any possible shear-layer-type instability is presented. Numerical tests for 3-D axisymmetrical parallel mean flows against semi-analytical reference solutions indicate that the new iterative algorithm is capable of producing accurate solutions with modest computational requirements.

An efficient and robust pitch marking algorithm on the speech waveform for TD-PSOLA

In a Text-to-Speech system based on time-domain techniques that employ pitch-synchronous manipulation of the speech waveforms, one of the most important issues that affect the output quality is the way the analysis points of the speech signal are estimated and the actual points, i.e. the analysis pitchmarks. In this paper we present our methodology for calculating the pitchmarks of a speech waveform, a pitchmark detection algorithm, which after thorough experimentation and in comparison with other algorithms, proves to behave better with our TD-PSOLA-based Text-to-Speech synthesizer (Time- Domain Pitch-Synchronous Overlap Add Text to Speech System).

Application of the fixed point method for solution in time stepping finite element analysis using the inverse vector Jiles-Atherton model

An implementation of the inverse vector Jiles-Atherton model for the solution of non-linear hysteretic finite element problems is presented. The implementation applies the fixed point method with differential reluctivity values obtained from the Jiles-Atherton model. Differential reluctivities are usually computed using numerical differentiation, which is ill-posed and amplifies small perturbations causing large sudden increases or decreases of differential reluctivity values, which may cause numerical problems. A rule based algorithm for conditioning differential reluctivity values is presented. Unwanted perturbations on the computed differential reluctivity values are eliminated or reduced with the aim to guarantee convergence. Details of the algorithm are presented together with an evaluation of the algorithm by a numerical example. The algorithm is shown to guarantee convergence, although the rate of convergence depends on the choice of algorithm parameters. © 2011 IEEE.