Probabilistic soil identification based on cone penetration tests

In geotechnical engineering, soil classification is an essential component in the design process. Field methods such as the cone penetration test (CPT) can be used as less expensive and faster alternatives to sample retrieval and testing. Unfortunately, current soil classification charts based on CPT data and laboratory measurements are too generic, and may not provide an accurate prediction of the soil type. A probabilistic approach is proposed here to update and modify soil identification charts based on site-specific CPT data. The probability that a soil is correctly classified is also estimated. The updated identification chart can be used for a more accurate prediction of the classification of the soil, and can account for prior information available before conducting the tests, site-specific data, and measurement errors. As an illustration, the proposed approach is implemented using CPT data from the Treporti Test Site (TTS) near Venice (Italy) and the National Geotechnical Experimentation Sites (NGES) at Texas A&M University. The applicability of the site-specific chart for other sites in Venice Lagoon is assessed using data from the Malamocco test site, approximately 20 km from TTS.

Simulating dynamic covariance structures for testing the adaptive behavior of variable selection algorithms (Invited Paper)

Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.