Bayesian Online Changepoint Detection

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While frequentist methods have yielded online filtering and prediction techniques, most Bayesian papers have focused on the retrospective segmentation problem. Here we examine the case where the model parameters before and after the changepoint are independent and we derive an online algorithm for exact inference of the most recent changepoint. We compute the probability distribution of the length of the current ``run,'' or time since the last changepoint, using a simple message-passing algorithm. Our implementation is highly modular so that the algorithm may be applied to a variety of types of data. We illustrate this modularity by demonstrating the algorithm on three different real-world data sets.

Models and algorithms for detection and tracking of coordinated groups

In this paper, we describe models and algorithms for detection and tracking of group and individual targets. We develop two novel group dynamical models, within a continuous time setting, that aim to mimic behavioural properties of groups. We also describe two possible ways of modeling interactions between closely using Markov Random Field (MRF) and repulsive forces. These can be combined together with a group structure transition model to create realistic evolving group models. We use a Markov Chain Monte Carlo (MCMC)-Particles Algorithm to perform sequential inference. Computer simulations demonstrate the ability of the algorithm to detect and track targets within groups, as well as infer the correct group structure over time. ©2008 IEEE.

The cross-entropy method for blind multiuser detection

We consider the problem of blind multiuser detection. We adopt a Bayesian approach where unknown parameters are considered random and integrated out. Computing the maximum a posteriori estimate of the input data sequence requires solving a combinatorial optimization problem. We propose here to apply the Cross-Entropy method recently introduced by Rubinstein. The performance of cross-entropy is compared to Markov chain Monte Carlo. For similar Bit Error Rate performance, we demonstrate that Cross-Entropy outperforms a generic Markov chain Monte Carlo method in terms of operation time.

Probing biomolecular interaction forces using an anharmonic acoustic technique for selective detection of bacterial spores.

Receptor-based detection of pathogens often suffers from non-specific interactions, and as most detection techniques cannot distinguish between affinities of interactions, false positive responses remain a plaguing reality. Here, we report an anharmonic acoustic based method of detection that addresses the inherent weakness of current ligand dependant assays. Spores of Bacillus subtilis (Bacillus anthracis simulant) were immobilized on a thickness-shear mode AT-cut quartz crystal functionalized with anti-spore antibody and the sensor was driven by a pure sinusoidal oscillation at increasing amplitude. Biomolecular interaction forces between the coupled spores and the accelerating surface caused a nonlinear modulation of the acoustic response of the crystal. In particular, the deviation in the third harmonic of the transduced electrical response versus oscillation amplitude of the sensor (signal) was found to be significant. Signals from the specifically-bound spores were clearly distinguishable in shape from those of the physisorbed streptavidin-coated polystyrene microbeads. The analytical model presented here enables estimation of the biomolecular interaction forces from the measured response. Thus, probing biomolecular interaction forces using the described technique can quantitatively detect pathogens and distinguish specific from non-specific interactions, with potential applicability to rapid point-of-care detection. This also serves as a potential tool for rapid force-spectroscopy, affinity-based biomolecular screening and mapping of molecular interaction networks.