Computationally Efficient Methods for MDL-Optimal Density Estimation and Data Clustering

The Minimum Description Length (MDL) principle is a general, well-founded theoretical formalization of statistical modeling. The most important notion of MDL is the stochastic complexity, which can be interpreted as the shortest description length of a given sample of data relative to a model class. The exact definition of the stochastic complexity has gone through several evolutionary steps. The latest instantation is based on the so-called Normalized Maximum Likelihood (NML) distribution which has been shown to possess several important theoretical properties. However, the applications of this modern version of the MDL have been quite rare because of computational complexity problems, i.e., for discrete data, the definition of NML involves an exponential sum, and in the case of continuous data, a multi-dimensional integral usually infeasible to evaluate or even approximate accurately. In this doctoral dissertation, we present mathematical techniques for computing NML efficiently for some model families involving discrete data. We also show how these techniques can be used to apply MDL in two practical applications: histogram density estimation and clustering of multi-dimensional data.

Identifying Meaningful Places

Place identification refers to the process of analyzing sensor data in order to detect places, i.e., spatial areas that are linked with activities and associated with meanings. Place information can be used, e.g., to provide awareness cues in applications that support social interactions, to provide personalized and location-sensitive information to the user, and to support mobile user studies by providing cues about the situations the study participant has encountered. Regularities in human movement patterns make it possible to detect personally meaningful places by analyzing location traces of a user. This thesis focuses on providing system level support for place identification, as well as on algorithmic issues related to the place identification process. The move from location to place requires interactions between location sensing technologies (e.g., GPS or GSM positioning), algorithms that identify places from location data and applications and services that utilize place information. These interactions can be facilitated using a mobile platform, i.e., an application or framework that runs on a mobile phone. For the purposes of this thesis, mobile platforms automate data capture and processing and provide means for disseminating data to applications and other system components. The first contribution of the thesis is BeTelGeuse, a freely available, open source mobile platform that supports multiple runtime environments. The actual place identification process can be understood as a data analysis task where the goal is to analyze (location) measurements and to identify areas that are meaningful to the user. The second contribution of the thesis is the Dirichlet Process Clustering (DPCluster) algorithm, a novel place identification algorithm. The performance of the DPCluster algorithm is evaluated using twelve different datasets that have been collected by different users, at different locations and over different periods of time. As part of the evaluation we compare the DPCluster algorithm against other state-of-the-art place identification algorithms. The results indicate that the DPCluster algorithm provides improved generalization performance against spatial and temporal variations in location measurements.

TCP Performance in Heterogeneous Wireless Networks

The TCP protocol is used by most Internet applications today, including the recent mobile wireless terminals that use TCP for their World-Wide Web, E-mail and other traffic. The recent wireless network technologies, such as GPRS, are known to cause delay spikes in packet transfer. This causes unnecessary TCP retransmission timeouts. This dissertation proposes a mechanism, Forward RTO-Recovery (F-RTO) for detecting the unnecessary TCP retransmission timeouts and thus allow TCP to take appropriate follow-up actions. We analyze a Linux F-RTO implementation in various network scenarios and investigate different alternatives to the basic algorithm. The second part of this dissertation is focused on quickly adapting the TCP's transmission rate when the underlying link characteristics change suddenly. This can happen, for example, due to vertical hand-offs between GPRS and WLAN wireless technologies. We investigate the Quick-Start algorithm that, in collaboration with the network routers, aims to quickly probe the available bandwidth on a network path, and allow TCP's congestion control algorithms to use that information. By extensive simulations we study the different router algorithms and parameters for Quick-Start, and discuss the challenges Quick-Start faces in the current Internet. We also study the performance of Quick-Start when applied to vertical hand-offs between different wireless link technologies.

Exploring privacy for ubiquitous computing: Tools, methods and experiments

Ubiquitous computing is about making computers and computerized artefacts a pervasive part of our everyday lifes, bringing more and more activities into the realm of information. The computationalization, informationalization of everyday activities increases not only our reach, efficiency and capabilities but also the amount and kinds of data gathered about us and our activities. In this thesis, I explore how information systems can be constructed so that they handle this personal data in a reasonable manner. The thesis provides two kinds of results: on one hand, tools and methods for both the construction as well as the evaluation of ubiquitous and mobile systems---on the other hand an evaluation of the privacy aspects of a ubiquitous social awareness system. The work emphasises real-world experiments as the most important way to study privacy. Additionally, the state of current information systems as regards data protection is studied. The tools and methods in this thesis consist of three distinct contributions. An algorithm for locationing in cellular networks is proposed that does not require the location information to be revealed beyond the user's terminal. A prototyping platform for the creation of context-aware ubiquitous applications called ContextPhone is described and released as open source. Finally, a set of methodological findings for the use of smartphones in social scientific field research is reported. A central contribution of this thesis are the pragmatic tools that allow other researchers to carry out experiments. The evaluation of the ubiquitous social awareness application ContextContacts covers both the usage of the system in general as well as an analysis of privacy implications. The usage of the system is analyzed in the light of how users make inferences of others based on real-time contextual cues mediated by the system, based on several long-term field studies. The analysis of privacy implications draws together the social psychological theory of self-presentation and research in privacy for ubiquitous computing, deriving a set of design guidelines for such systems. The main findings from these studies can be summarized as follows: The fact that ubiquitous computing systems gather more data about users can be used to not only study the use of such systems in an effort to create better systems but in general to study phenomena previously unstudied, such as the dynamic change of social networks. Systems that let people create new ways of presenting themselves to others can be fun for the users---but the self-presentation requires several thoughtful design decisions that allow the manipulation of the image mediated by the system. Finally, the growing amount of computational resources available to the users can be used to allow them to use the data themselves, rather than just being passive subjects of data gathering.

Modeling Efficient Classification as a Process of Confidence Assessment and Delegation

In visual object detection and recognition, classifiers have two interesting characteristics: accuracy and speed. Accuracy depends on the complexity of the image features and classifier decision surfaces. Speed depends on the hardware and the computational effort required to use the features and decision surfaces. When attempts to increase accuracy lead to increases in complexity and effort, it is necessary to ask how much are we willing to pay for increased accuracy. For example, if increased computational effort implies quickly diminishing returns in accuracy, then those designing inexpensive surveillance applications cannot aim for maximum accuracy at any cost. It becomes necessary to find trade-offs between accuracy and effort. We study efficient classification of images depicting real-world objects and scenes. Classification is efficient when a classifier can be controlled so that the desired trade-off between accuracy and effort (speed) is achieved and unnecessary computations are avoided on a per input basis. A framework is proposed for understanding and modeling efficient classification of images. Classification is modeled as a tree-like process. In designing the framework, it is important to recognize what is essential and to avoid structures that are narrow in applicability. Earlier frameworks are lacking in this regard. The overall contribution is two-fold. First, the framework is presented, subjected to experiments, and shown to be satisfactory. Second, certain unconventional approaches are experimented with. This allows the separation of the essential from the conventional. To determine if the framework is satisfactory, three categories of questions are identified: trade-off optimization, classifier tree organization, and rules for delegation and confidence modeling. Questions and problems related to each category are addressed and empirical results are presented. For example, related to trade-off optimization, we address the problem of computational bottlenecks that limit the range of trade-offs. We also ask if accuracy versus effort trade-offs can be controlled after training. For another example, regarding classifier tree organization, we first consider the task of organizing a tree in a problem-specific manner. We then ask if problem-specific organization is necessary.

Mining Cell Transition Data

Cell transition data is obtained from a cellular phone that switches its current serving cell tower. The data consists of a sequence of transition events, which are pairs of cell identifiers and transition times. The focus of this thesis is applying data mining methods to such data, developing new algorithms, and extracting knowledge that will be a solid foundation on which to build location-aware applications. In addition to a thorough exploration of the features of the data, the tools and methods developed in this thesis provide solutions to three distinct research problems. First, we develop clustering algorithms that produce a reliable mapping between cell transitions and physical locations observed by users of mobile devices. The main clustering algorithm operates in online fashion, and we consider also a number of offline clustering methods for comparison. Second, we define the concept of significant locations, known as bases, and give an online algorithm for determining them. Finally, we consider the task of predicting the movement of the user, based on historical data. We develop a prediction algorithm that considers paths of movement in their entirety, instead of just the most recent movement history. All of the presented methods are evaluated with a significant body of real cell transition data, collected from about one hundred different individuals. The algorithms developed in this thesis are designed to be implemented on a mobile device, and require no extra hardware sensors or network infrastructure. By not relying on external services and keeping the user information as much as possible on the user s own personal device, we avoid privacy issues and let the users control the disclosure of their location information.

Offloading content routing cost from routers

The publish/subscribe paradigm has lately received much attention. In publish/subscribe systems, a specialized event-based middleware delivers notifications of events created by producers (publishers) to consumers (subscribers) interested in that particular event. It is considered a good approach for implementing Internet-wide distributed systems as it provides full decoupling of the communicating parties in time, space and synchronization. One flavor of the paradigm is content-based publish/subscribe which allows the subscribers to express their interests very accurately. In order to implement a content-based publish/subscribe middleware in way suitable for Internet scale, its underlying architecture must be organized as a peer-to-peer network of content-based routers that take care of forwarding the event notifications to all interested subscribers. A communication infrastructure that provides such service is called a content-based network. A content-based network is an application-level overlay network. Unfortunately, the expressiveness of the content-based interaction scheme comes with a price - compiling and maintaining the content-based forwarding and routing tables is very expensive when the amount of nodes in the network is large. The routing tables are usually partially-ordered set (poset) -based data structures. In this work, we present an algorithm that aims to improve scalability in content-based networks by reducing the workload of content-based routers by offloading some of their content routing cost to clients. We also provide experimental results of the performance of the algorithm. Additionally, we give an introduction to the publish/subscribe paradigm and content-based networking and discuss alternative ways of improving scalability in content-based networks. ACM Computing Classification System (CCS): C.2.4 [Computer-Communication Networks]: Distributed Systems - Distributed applications

Service Composition on a Mobile Phone

With the recent increase in interest in service-oriented architectures (SOA) and Web services, developing applications with the Web services paradigm has become feasible. Web services are self-describing, platform-independent computational elements. New applications can be assembled from a set of previously created Web services, which are composed together to make a service that uses its components to perform a certain task. This is the idea of service composition. To bring service composition to a mobile phone, I have created Interactive Service Composer for mobile phones. With Interactive Service Composer, the user is able to build service compositions on his mobile phone, consisting of Web services or services that are available from the mobile phone itself. The service compositions are reusable and can be saved in the phone's memory. Previously saved compositions can also be used in new compositions. While developing applications for mobile phones has been possible for some time, the usability of the solutions is not the same as when developing for desktop computers. When developing for mobile phones, the developer has to more carefully consider the decisions he is going to make with the program he is developing. With the lack of processing power and memory, the applications cannot function as well as on desktop PCs. On the other hand, this does not remove the appeal of developing applications for mobile devices.

Using Mathematical Morphology for Geometric Music Retrieval

The usual task in music information retrieval (MIR) is to find occurrences of a monophonic query pattern within a music database, which can contain both monophonic and polyphonic content. The so-called query-by-humming systems are a famous instance of content-based MIR. In such a system, the user's hummed query is converted into symbolic form to perform search operations in a similarly encoded database. The symbolic representation (e.g., textual, MIDI or vector data) is typically a quantized and simplified version of the sampled audio data, yielding to faster search algorithms and space requirements that can be met in real-life situations. In this thesis, we investigate geometric approaches to MIR. We first study some musicological properties often needed in MIR algorithms, and then give a literature review on traditional (e.g., string-matching-based) MIR algorithms and novel techniques based on geometry. We also introduce some concepts from digital image processing, namely the mathematical morphology, which we will use to develop and implement four algorithms for geometric music retrieval. The symbolic representation in the case of our algorithms is a binary 2-D image. We use various morphological pre- and post-processing operations on the query and the database images to perform template matching / pattern recognition for the images. The algorithms are basically extensions to classic image correlation and hit-or-miss transformation techniques used widely in template matching applications. They aim to be a future extension to the retrieval engine of C-BRAHMS, which is a research project of the Department of Computer Science at University of Helsinki.

Viivesietoisten verkkojen nykytila ja tulevaisuuden haasteet

Delay and disruption tolerant networks (DTNs) are computer networks where round trip delays and error rates are high and disconnections frequent. Examples of these extreme networks are space communications, sensor networks, connecting rural villages to the Internet and even interconnecting commodity portable wireless devices and mobile phones. Basic elements of delay tolerant networks are a store-and-forward message transfer resembling traditional mail delivery, an opportunistic and intermittent routing, and an extensible cross-region resource naming service. Individual nodes of the network take an active part in routing the traffic and provide in-network data storage for application data that flows through the network. Application architecture for delay tolerant networks differs also from those used in traditional networks. It has become feasible to design applications that are network-aware and opportunistic, taking an advantage of different network connection speeds and capabilities. This might change some of the basic paradigms of network application design. DTN protocols will also support in designing applications which depend on processes to be persistent over reboots and power failures. DTN protocols could also be applicable to traditional networks in cases where high tolerance to delays or errors would be desired. It is apparent that challenged networks also challenge the traditional strictly layered model of network application design. This thesis provides an extensive introduction to delay tolerant networking concepts and applications. Most attention is given to challenging problems of routing and application architecture. Finally, future prospects of DTN applications and implementations are envisioned through recent research results and an interview with an active researcher of DTN networks.

Näkövammaisten tietokoneavusteinen tiedon hankinta

The study examines various uses of computer technology in acquisition of information for visually impaired people. For this study 29 visually impaired persons took part in a survey about their experiences concerning acquisition of infomation and use of computers, especially with a screen magnification program, a speech synthesizer and a braille display. According to the responses, the evolution of computer technology offers an important possibility for visually impaired people to cope with everyday activities and interacting with the environment. Nevertheless, the functionality of assistive technology needs further development to become more usable and versatile. Since the challenges of independent observation of environment were emphasized in the survey, the study led into developing a portable text vision system called Tekstinäkö. Contrary to typical stand-alone applications, Tekstinäkö system was constructed by combining devices and programs that are readily available on consumer market. As the system operates, pictures are taken by a digital camera and instantly transmitted to a text recognition program in a laptop computer that talks out loud the text using a speech synthesizer. Visually impaired test users described that even unsure interpretations of the texts in the environment given by Tekstinäkö system are at least a welcome addition to complete perception of the environment. It became clear that even with a modest development work it is possible to bring new, useful and valuable methods to everyday life of disabled people. Unconventional production process of the system appeared to be efficient as well. Achieved results and the proposed working model offer one suggestion for giving enough attention to easily overlooked needs of the people with special abilities. ACM Computing Classification System (1998): K.4.2 Social Issues: Assistive technologies for persons with disabilities I.4.9 Image processing and computer vision: Applications Keywords: Visually impaired, computer-assisted, information, acquisition, assistive technology, computer, screen magnification program, speech synthesizer, braille display, survey, testing, text recognition, camera, text, perception, picture, environment, trasportation, guidance, independence, vision, disabled, blind, speech, synthesizer, braille, software engineering, programming, program, system, freeware, shareware, open source, Tekstinäkö, text vision, TopOCR, Autohotkey, computer engineering, computer science

Dessy : desktop search and synchronization

Current smartphones have a storage capacity of several gigabytes. More and more information is stored on mobile devices. To meet the challenge of information organization, we turn to desktop search. Users often possess multiple devices, and synchronize (subsets of) information between them. This makes file synchronization more important. This thesis presents Dessy, a desktop search and synchronization framework for mobile devices. Dessy uses desktop search techniques, such as indexing, query and index term stemming, and search relevance ranking. Dessy finds files by their content, metadata, and context information. For example, PDF files may be found by their author, subject, title, or text. EXIF data of JPEG files may be used in finding them. User–defined tags can be added to files to organize and retrieve them later. Retrieved files are ranked according to their relevance to the search query. The Dessy prototype uses the BM25 ranking function, used widely in information retrieval. Dessy provides an interface for locating files for both users and applications. Dessy is closely integrated with the Syxaw file synchronizer, which provides efficient file and metadata synchronization, optimizing network usage. Dessy supports synchronization of search results, individual files, and directory trees. It allows finding and synchronizing files that reside on remote computers, or the Internet. Dessy is designed to solve the problem of efficient mobile desktop search and synchronization, also supporting remote and Internet search. Remote searches may be carried out offline using a downloaded index, or while connected to the remote machine on a weak network. To secure user data, transmissions between the Dessy client and server are encrypted using symmetric encryption. Symmetric encryption keys are exchanged with RSA key exchange. Dessy emphasizes extensibility. Also the cryptography can be extended. Users may tag their files with context tags and control custom file metadata. Adding new indexed file types, metadata fields, ranking methods, and index types is easy. Finding files is done with virtual directories, which are views into the user’s files, browseable by regular file managers. On mobile devices, the Dessy GUI provides easy access to the search and synchronization system. This thesis includes results of Dessy synchronization and search experiments, including power usage measurements. Finally, Dessy has been designed with mobility and device constraints in mind. It requires only MIDP 2.0 Mobile Java with FileConnection support, and Java 1.5 on desktop machines.

An XML Messaging Service for Mobile Devices

In recent years, XML has been accepted as the format of messages for several applications. Prominent examples include SOAP for Web services, XMPP for instant messaging, and RSS and Atom for content syndication. This XML usage is understandable, as the format itself is a well-accepted standard for structured data, and it has excellent support for many popular programming languages, so inventing an application-specific format no longer seems worth the effort. Simultaneously with this XML's rise to prominence there has been an upsurge in the number and capabilities of various mobile devices. These devices are connected through various wireless technologies to larger networks, and a goal of current research is to integrate them seamlessly into these networks. These two developments seem to be at odds with each other. XML as a fully text-based format takes up more processing power and network bandwidth than binary formats would, whereas the battery-powered nature of mobile devices dictates that energy, both in processing and transmitting, be utilized efficiently. This thesis presents the work we have performed to reconcile these two worlds. We present a message transfer service that we have developed to address what we have identified as the three key issues: XML processing at the application level, a more efficient XML serialization format, and the protocol used to transfer messages. Our presentation includes both a high-level architectural view of the whole message transfer service, as well as detailed descriptions of the three new components. These components consist of an API, and an associated data model, for XML processing designed for messaging applications, a binary serialization format for the data model of the API, and a message transfer protocol providing two-way messaging capability with support for client mobility. We also present relevant performance measurements for the service and its components. As a result of this work, we do not consider XML to be inherently incompatible with mobile devices. As the fixed networking world moves toward XML for interoperable data representation, so should the wireless world also do to provide a better-integrated networking infrastructure. However, the problems that XML adoption has touch all of the higher layers of application programming, so instead of concentrating simply on the serialization format we conclude that improvements need to be made in an integrated fashion in all of these layers.

Elements of Volatility at High Frequency

Volatility is central in options pricing and risk management. It reflects the uncertainty of investors and the inherent instability of the economy. Time series methods are among the most widely applied scientific methods to analyze and predict volatility. Very frequently sampled data contain much valuable information about the different elements of volatility and may ultimately reveal the reasons for time varying volatility. The use of such ultra-high-frequency data is common to all three essays of the dissertation. The dissertation belongs to the field of financial econometrics. The first essay uses wavelet methods to study the time-varying behavior of scaling laws and long-memory in the five-minute volatility series of Nokia on the Helsinki Stock Exchange around the burst of the IT-bubble. The essay is motivated by earlier findings which suggest that different scaling laws may apply to intraday time-scales and to larger time-scales, implying that the so-called annualized volatility depends on the data sampling frequency. The empirical results confirm the appearance of time varying long-memory and different scaling laws that, for a significant part, can be attributed to investor irrationality and to an intraday volatility periodicity called the New York effect. The findings have potentially important consequences for options pricing and risk management that commonly assume constant memory and scaling. The second essay investigates modelling the duration between trades in stock markets. Durations convoy information about investor intentions and provide an alternative view at volatility. Generalizations of standard autoregressive conditional duration (ACD) models are developed to meet needs observed in previous applications of the standard models. According to the empirical results based on data of actively traded stocks on the New York Stock Exchange and the Helsinki Stock Exchange the proposed generalization clearly outperforms the standard models and also performs well in comparison to another recently proposed alternative to the standard models. The distribution used to derive the generalization may also prove valuable in other areas of risk management. The third essay studies empirically the effect of decimalization on volatility and market microstructure noise. Decimalization refers to the change from fractional pricing to decimal pricing and it was carried out on the New York Stock Exchange in January, 2001. The methods used here are more accurate than in the earlier studies and put more weight on market microstructure. The main result is that decimalization decreased observed volatility by reducing noise variance especially for the highly active stocks. The results help risk management and market mechanism designing.

Cellular Membranes as a Playground for Semliki Forest Virus Replication Complex

All positive-strand RNA viruses utilize cellular membranes for the assembly of their replication complexes, which results in extensive membrane modification in infected host cells. These alterations act as structural and functional scaffolds for RNA replication, providing protection for the viral double-stranded RNA against host defences. It is known that different positive-strand RNA viruses alter different cellular membranes. However, the origin of the targeted membranes, the mechanisms that direct replication proteins to specific membranes and the steps in the formation of the membrane bound replication complex are not completely understood. Alphaviruses (including Semliki Forest virus, SFV), members of family Togaviridae, replicate their RNA in association with membranes derived from the endosomal and lysosomal compartment, inducing membrane invaginations called spherules. Spherule structures have been shown to be the specific sites for RNA synthesis. Four replication proteins, nsP1-nsP4, are translated as a polyprotein (P1234) which is processed autocatalytically and gives rise to a membrane-bound replication complex. Membrane binding is mediated via nsP1 which possesses an amphipathic α-helix (binding peptide) in the central region of the protein. The aim of this thesis was to characterize the association of the SFV replication complex with cellular membranes and the modification of the membranes during virus infection. Therefore, it was necessary to set up the system for determining which viral components are needed for inducing the spherules. In addition, the targeting of the replication complex, the formation site of the spherules and their intracellular trafficking were studied in detail. The results of current work demonstrate that mutations in the binding peptide region of nsP1 are lethal for virus replication and change the localization of the polyprotein precursor P123. The replication complex is first targeted to the plasma membrane where membrane invaginations, spherules, are induced. Using a specific regulated endocytosis event the spherules are internalized from the plasma membrane in neutral carrier vesicles and transported via an actin-and microtubule-dependent manner to the pericentriolar area. Homotypic fusions and fusions with pre-existing acidic organelles lead to the maturation of previously described cytopathic vacuoles with hundreds of spherules on their limiting membranes. This work provides new insights into the membrane binding mechanism of SFV replication complex and its role in the virus life cycle. Development of plasmid-driven system for studying the formation of the replication complex described in this thesis allows various applications to address different steps in SFV life cycle and virus-host interactions in the future. This trans-replication system could be applied for many different viruses. In addition, the current work brings up new aspects of membranes and cellular components involved in SFV replication leading to further understanding in the formation and dynamics of the membrane-associated replication complex.