Applications of the dynamic mode decomposition

The decomposition of experimental data into dynamic modes using a data-based algorithm is applied to Schlieren snapshots of a helium jet and to time-resolved PIV-measurements of an unforced and harmonically forced jet. The algorithm relies on the reconstruction of a low-dimensional inter-snapshot map from the available flow field data. The spectral decomposition of this map results in an eigenvalue and eigenvector representation (referred to as dynamic modes) of the underlying fluid behavior contained in the processed flow fields. This dynamic mode decomposition allows the breakdown of a fluid process into dynamically revelant and coherent structures and thus aids in the characterization and quantification of physical mechanisms in fluid flow. © 2010 Springer-Verlag.

Cortical thickness estimation of the proximal femur from multi-view Dual-Energy X-ray Absorptiometry (DXA)

Hip fracture is the leading cause of acute orthopaedic hospital admission amongst the elderly, with around a third of patients not surviving one year post-fracture. Although various preventative therapies are available, patient selection is difficult. The current state-of-the-art risk assessment tool (FRAX) ignores focal structural defects, such as cortical bone thinning, a critical component in characterizing hip fragility. Cortical thickness can be measured using CT, but this is expensive and involves a significant radiation dose. Instead, Dual-Energy X-ray Absorptiometry (DXA) is currently the preferred imaging modality for assessing hip fracture risk and is used routinely in clinical practice. Our ambition is to develop a tool to measure cortical thickness using multi-view DXA instead of CT. In this initial study, we work with digitally reconstructed radiographs (DRRs) derived from CT data as a surrogate for DXA scans: this enables us to compare directly the thickness estimates with the gold standard CT results. Our approach involves a model-based femoral shape reconstruction followed by a data-driven algorithm to extract numerous cortical thickness point estimates. In a series of experiments on the shaft and trochanteric regions of 48 proximal femurs, we validated our algorithm and established its performance limits using 20 views in the range 0°-171°: estimation errors were 0:19 ± 0:53mm (mean +/- one standard deviation). In a more clinically viable protocol using four views in the range 0°-51°, where no other bony structures obstruct the projection of the femur, measurement errors were -0:07 ± 0:79 mm. © 2013 SPIE.

Sparsity-Inducing Optimization Algorithm for the Extraction of Planar Structures in Noisy Point-Cloud Data

Most of the manual labor needed to create the geometric building information model (BIM) of an existing facility is spent converting raw point cloud data (PCD) to a BIM description. Automating this process would drastically reduce the modeling cost. Surface extraction from PCD is a fundamental step in this process. Compact modeling of redundant points in PCD as a set of planes leads to smaller file size and fast interactive visualization on cheap hardware. Traditional approaches for smooth surface reconstruction do not explicitly model the sparse scene structure or significantly exploit the redundancy. This paper proposes a method based on sparsity-inducing optimization to address the planar surface extraction problem. Through sparse optimization, points in PCD are segmented according to their embedded linear subspaces. Within each segmented part, plane models can be estimated. Experimental results on a typical noisy PCD demonstrate the effectiveness of the algorithm.

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 quality-guided displacement tracking algorithm for ultrasonic elasticity imaging.

Displacement estimation is a key step in the evaluation of tissue elasticity by quasistatic strain imaging. An efficient approach may incorporate a tracking strategy whereby each estimate is initially obtained from its neighbours' displacements and then refined through a localized search. This increases the accuracy and reduces the computational expense compared with exhaustive search. However, simple tracking strategies fail when the target displacement map exhibits complex structure. For example, there may be discontinuities and regions of indeterminate displacement caused by decorrelation between the pre- and post-deformation radio frequency (RF) echo signals. This paper introduces a novel displacement tracking algorithm, with a search strategy guided by a data quality indicator. Comparisons with existing methods show that the proposed algorithm is more robust when the displacement distribution is challenging.

Temporally adaptive estimation of logistic classifiers on data streams

Modern technology has allowed real-time data collection in a variety of domains, ranging from environmental monitoring to healthcare. Consequently, there is a growing need for algorithms capable of performing inferential tasks in an online manner, continuously revising their estimates to reflect the current status of the underlying process. In particular, we are interested in constructing online and temporally adaptive classifiers capable of handling the possibly drifting decision boundaries arising in streaming environments. We first make a quadratic approximation to the log-likelihood that yields a recursive algorithm for fitting logistic regression online. We then suggest a novel way of equipping this framework with self-tuning forgetting factors. The resulting scheme is capable of tracking changes in the underlying probability distribution, adapting the decision boundary appropriately and hence maintaining high classification accuracy in dynamic or unstable environments. We demonstrate the scheme's effectiveness in both real and simulated streaming environments. © Springer-Verlag 2009.

PARTIALLY COHERENT DYNAMIC PROGRAMMING ALGORITHM FOR CPM DETECTION.

A dynamic programming algorithm for joint data detection and carrier phase estimation of continuous-phase-modulated signal is presented. The intent is to combine the robustness of noncoherent detectors with the superior performance of coherent ones. The algorithm differs from the Viterbi algorithm only in the metric that it maximizes over the possible transmitted data sequences. This metric is influenced both by the correlation with the received signal and the current estimate of the carrier phase. Carrier-phase estimation is based on decision guiding, but there is no external phase-locked loop. Instead, the phase of the best complex correlation with the received signal over the last few signaling intervals is used. The algorithm is slightly more complex than the coherent Viterbi algorithm but does not require narrowband filtering of the recovered carrier, as earlier appproaches did, to achieve the same level of performance.

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.

H∞ sampled-data synthesis and related numerical issues

In this paper we present a new, compact derivation of state-space formulae for the so-called discretisation-based solution of the H∞ sampled-data control problem. Our approach is based on the established technique of continuous time-lifting, which is used to isometrically map the continuous-time, linear, periodically time-varying, sampled-data problem to a discretetime, linear, time-invariant problem. State-space formulae are derived for the equivalent, discrete-time problem by solving a set of two-point, boundary-value problems. The formulae accommodate a direct feed-through term from the disturbance inputs to the controlled outputs of the original plant and are simple, requiring the computation of only a single matrix exponential. It is also shown that the resultant formulae can be easily re-structured to give a numerically robust algorithm for computing the state-space matrices. © 1997 Elsevier Science Ltd. All rights reserved.

Dynamic learning with the EM algorithm for neural networks

In this paper, we derive an EM algorithm for nonlinear state space models. We use it to estimate jointly the neural network weights, the model uncertainty and the noise in the data. In the E-step we apply a forwardbackward Rauch-Tung-Striebel smoother to compute the network weights. For the M-step, we derive expressions to compute the model uncertainty and the measurement noise. We find that the method is intrinsically very powerful, simple and stable.

Cluster analysis of heterogeneous rank data

Cluster analysis of ranking data, which occurs in consumer questionnaires, voting forms or other inquiries of preferences, attempts to identify typical groups of rank choices. Empirically measured rankings are often incomplete, i.e. different numbers of filled rank positions cause heterogeneity in the data. We propose a mixture approach for clustering of heterogeneous rank data. Rankings of different lengths can be described and compared by means of a single probabilistic model. A maximum entropy approach avoids hidden assumptions about missing rank positions. Parameter estimators and an efficient EM algorithm for unsupervised inference are derived for the ranking mixture model. Experiments on both synthetic data and real-world data demonstrate significantly improved parameter estimates on heterogeneous data when the incomplete rankings are included in the inference process.