Risk minimization in water quality control problems of a river system

Methodologies are presented for minimization of risk in a river water quality management problem. A risk minimization model is developed to minimize the risk of low water quality along a river in the face of conflict among various stake holders. The model consists of three parts: a water quality simulation model, a risk evaluation model with uncertainty analysis and an optimization model. Sensitivity analysis, First Order Reliability Analysis (FORA) and Monte-Carlo simulations are performed to evaluate the fuzzy risk of low water quality. Fuzzy multiobjective programming is used to formulate the multiobjective model. Probabilistic Global Search Laussane (PGSL), a global search algorithm developed recently, is used for solving the resulting non-linear optimization problem. The algorithm is based on the assumption that better sets of points are more likely to be found in the neighborhood of good sets of points, therefore intensifying the search in the regions that contain good solutions. Another model is developed for risk minimization, which deals with only the moments of the generated probability density functions of the water quality indicators. Suitable skewness values of water quality indicators, which lead to low fuzzy risk are identified. Results of the models are compared with the results of a deterministic fuzzy waste load allocation model (FWLAM), when methodologies are applied to the case study of Tunga-Bhadra river system in southern India, with a steady state BOD-DO model. The fractional removal levels resulting from the risk minimization model are slightly higher, but result in a significant reduction in risk of low water quality. (c) 2005 Elsevier Ltd. All rights reserved.

Noise tolerance under risk minimization

In this paper, we explore noise-tolerant learning of classifiers. We formulate the problem as follows. We assume that there is an unobservable training set that is noise free. The actual training set given to the learning algorithm is obtained from this ideal data set by corrupting the class label of each example. The probability that the class label of an example is corrupted is a function of the feature vector of the example. This would account for most kinds of noisy data one encounters in practice. We say that a learning method is noise tolerant if the classifiers learnt with noise-free data and with noisy data, both have the same classification accuracy on the noise-free data. In this paper, we analyze the noise-tolerance properties of risk minimization (under different loss functions). We show that risk minimization under 0-1 loss function has impressive noise-tolerance properties and that under squared error loss is tolerant only to uniform noise; risk minimization under other loss functions is not noise tolerant. We conclude this paper with some discussion on the implications of these theoretical results.

Making risk minimization tolerant to label noise

In many applications, the training data, from which one needs to learn a classifier, is corrupted with label noise. Many standard algorithms such as SVM perform poorly in the presence of label noise. In this paper we investigate the robustness of risk minimization to label noise. We prove a sufficient condition on a loss function for the risk minimization under that loss to be tolerant to uniform label noise. We show that the 0-1 loss, sigmoid loss, ramp loss and probit loss satisfy this condition though none of the standard convex loss functions satisfy it. We also prove that, by choosing a sufficiently large value of a parameter in the loss function, the sigmoid loss, ramp loss and probit loss can be made tolerant to nonuniform label noise also if we can assume the classes to be separable under noise-free data distribution. Through extensive empirical studies, we show that risk minimization under the 0-1 loss, the sigmoid loss and the ramp loss has much better robustness to label noise when compared to the SVM algorithm. (C) 2015 Elsevier B.V. All rights reserved.

A risk-estimation-based formulation for speech enhancement and its relation to Wiener filtering

The goal of speech enhancement algorithms is to provide an estimate of clean speech starting from noisy observations. The often-employed cost function is the mean square error (MSE). However, the MSE can never be computed in practice. Therefore, it becomes necessary to find practical alternatives to the MSE. In image denoising problems, the cost function (also referred to as risk) is often replaced by an unbiased estimator. Motivated by this approach, we reformulate the problem of speech enhancement from the perspective of risk minimization. Some recent contributions in risk estimation have employed Stein's unbiased risk estimator (SURE) together with a parametric denoising function, which is a linear expansion of threshold/bases (LET). We show that the first-order case of SURE-LET results in a Wiener-filter type solution if the denoising function is made frequency-dependent. We also provide enhancement results obtained with both techniques and characterize the improvement by means of local as well as global SNR calculations.

Fuzzy waste load allocation model: a multiobjective approach

Fuzzy Waste Load Allocation Model (FWLAM), developed in an earlier study, derives the optimal fractional levels, for the base flow conditions, considering the goals of the Pollution Control Agency (PCA) and dischargers. The Modified Fuzzy Waste Load Allocation Model (MFWLAM) developed subsequently is a stochastic model and considers the moments (mean, variance and skewness) of water quality indicators, incorporating uncertainty due to randomness of input variables along with uncertainty due to imprecision. The risk of low water quality is reduced significantly by using this modified model, but inclusion of new constraints leads to a low value of acceptability level, A, interpreted as the maximized minimum satisfaction in the system. To improve this value, a new model, which is a combination Of FWLAM and MFWLAM, is presented, allowing for some violations in the constraints of MFWLAM. This combined model is a multiobjective optimization model having the objectives, maximization of acceptability level and minimization of violation of constraints. Fuzzy multiobjective programming, goal programming and fuzzy goal programming are used to find the solutions. For the optimization model, Probabilistic Global Search Lausanne (PGSL) is used as a nonlinear optimization tool. The methodology is applied to a case study of the Tunga-Bhadra river system in south India. The model results in a compromised solution of a higher value of acceptability level as compared to MFWLAM, with a satisfactory value of risk. Thus the goal of risk minimization is achieved with a comparatively better value of acceptability level.

OCR Prediction Using Support Vector Machine Based on Piezocone Data

The determination of the overconsolidation ratio (OCR) of clay deposits is an important task in geotechnical engineering practice. This paper examines the potential of a support vector machine (SVM) for predicting the OCR of clays from piezocone penetration test data. SVM is a statistical learning theory based on a structural risk minimization principle that minimizes both error and weight terms. The five input variables used for the SVM model for prediction of OCR are the corrected cone resistance (qt), vertical total stress (sigmav), hydrostatic pore pressure (u0), pore pressure at the cone tip (u1), and the pore pressure just above the cone base (u2). Sensitivity analysis has been performed to investigate the relative importance of each of the input parameters. From the sensitivity analysis, it is clear that qt=primary in situ data influenced by OCR followed by sigmav, u0, u2, and u1. Comparison between SVM and some of the traditional interpretation methods is also presented. The results of this study have shown that the SVM approach has the potential to be a practical tool for determination of OCR.

Support vector machine for evaluating seismic-liquefaction potential using shear wave velocity

The use of the shear wave velocity data as a field index for evaluating the liquefaction potential of sands is receiving increased attention because both shear wave velocity and liquefaction resistance are similarly influenced by many of the same factors such as void ratio, state of stress, stress history and geologic age. In this paper, the potential of support vector machine (SVM) based classification approach has been used to assess the liquefaction potential from actual shear wave velocity data. In this approach, an approximate implementation of a structural risk minimization (SRM) induction principle is done, which aims at minimizing a bound on the generalization error of a model rather than minimizing only the mean square error over the data set. Here SVM has been used as a classification tool to predict liquefaction potential of a soil based on shear wave velocity. The dataset consists the information of soil characteristics such as effective vertical stress (sigma'(v0)), soil type, shear wave velocity (V-s) and earthquake parameters such as peak horizontal acceleration (a(max)) and earthquake magnitude (M). Out of the available 186 datasets, 130 are considered for training and remaining 56 are used for testing the model. The study indicated that SVM can successfully model the complex relationship between seismic parameters, soil parameters and the liquefaction potential. In the model based on soil characteristics, the input parameters used are sigma'(v0), soil type. V-s, a(max) and M. In the other model based on shear wave velocity alone uses V-s, a(max) and M as input parameters. In this paper, it has been demonstrated that Vs alone can be used to predict the liquefaction potential of a soil using a support vector machine model. (C) 2010 Elsevier B.V. All rights reserved.

Directional bilateral filters for smoothing fluorescence microscopy images

Images obtained through fluorescence microscopy at low numerical aperture (NA) are noisy and have poor resolution. Images of specimens such as F-actin filaments obtained using confocal or widefield fluorescence microscopes contain directional information and it is important that an image smoothing or filtering technique preserve the directionality. F-actin filaments are widely studied in pathology because the abnormalities in actin dynamics play a key role in diagnosis of cancer, cardiac diseases, vascular diseases, myofibrillar myopathies, neurological disorders, etc. We develop the directional bilateral filter as a means of filtering out the noise in the image without significantly altering the directionality of the F-actin filaments. The bilateral filter is anisotropic to start with, but we add an additional degree of anisotropy by employing an oriented domain kernel for smoothing. The orientation is locally adapted using a structure tensor and the parameters of the bilateral filter are optimized for within the framework of statistical risk minimization. We show that the directional bilateral filter has better denoising performance than the traditional Gaussian bilateral filter and other denoising techniques such as SURE-LET, non-local means, and guided image filtering at various noise levels in terms of peak signal-to-noise ratio (PSNR). We also show quantitative improvements in low NA images of F-actin filaments. (C) 2015 Author(s). All article content, except where otherwise noted, is licensed under a Creative Commons Attribution 3.0 Unported License.

An Unbiased Risk Estimator for Multiplicative Noise - Application to 1-D Signal Denoising

The effect of multiplicative noise on a signal when compared with that of additive noise is very large. In this paper, we address the problem of suppressing multiplicative noise in one-dimensional signals. To deal with signals that are corrupted with multiplicative noise, we propose a denoising algorithm based on minimization of an unbiased estimator (MURE) of meansquare error (MSE). We derive an expression for an unbiased estimate of the MSE. The proposed denoising is carried out in wavelet domain (soft thresholding) by considering time-domain MURE. The parameters of thresholding function are obtained by minimizing the unbiased estimator MURE. We show that the parameters for optimal MURE are very close to the optimal parameters considering the oracle MSE. Experiments show that the SNR improvement for the proposed denoising algorithm is competitive with a state-of-the-art method.

Minimization of Torque Ripple in PWM AC Drives

A pulsewidth modulation (PWM) technique is proposed for minimizing the rms torque ripple in inverter-fed induction motor drives subject to a given average switching frequency of the inverter. The proposed PWM technique is a combination of optimal continuous modulation and discontinuous modulation. The proposed technique is evaluated both theoretically as well as experimentally and is compared with well-known PWM techniques. It is shown that the proposed method reduces the rms torque ripple by about 30% at the rated speed of the motor drive, compared to conventional space vector PWM.

The credit risk(+) model with general sector correlations

We consider an enhancement of the credit risk+ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.

Stereochemical studies on cyclic peptides. XIII. Energy minimization studies on cyclic hexapeptides having hydrogen bonds

The basic cyclic hexapeptide conformations which accommodate hydrogen bonded β and γ turns in the backbone have been worked out using stereochemical criteria and energy minimization procedures. It was found that cyclic hexapeptides can be made up of all possible combinations of 4 ± 1 hydrogen bonded types I, I', II and II' β turns, giving rise to symmetric conformations having twofold and inversion symmetries as well as nonsymmetric structures. Conformations having exclusive features of 3 ± 1 hydrogen bonded γ turns were found to be possible in threefold and S6 symmetric cyclic hexapeptides. The results show that the cyclic hexapeptides formed by the linking of two β turn tripeptide fragments differ mainly in (a) the hydrogen bonding scheme present in the β turn tripeptides and (b) the conformation at the α-carbon atoms where the two tripeptide fragments link. The different hydrogen bonding schemes found in the component β turns are: 1) a β turn with only a 4 ± 1 hydrogen bond, 2) a type I or I' β turn with 4 ± 1 and 3 ± 1 hydrogen bonds occurring in a bifurcated form and 3) a type II or II' β turn having both the 4 ± 1 and the 3 ± 1 hydrogen bonds with the same acceptor oxygen atom. The conformation at the linking α-carbon atoms was found to lie either in the extended region or in the 3 ± 1 hydrogen bonded γ turn or inverse γ turn regions. Further, the threefold and the S6 symmetric conformations have three γ turns interleaved by three extended regions or three inverse γ turns, respectively. The feasibility of accommodating alanyl residues of both isomeric forms in the CHP minima has been explored. Finally, the available experimental data are reviewed in the light of the present results.

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market

We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

On Bit Steering in the Minimization of the Control Memory of Microprogrammed Processors

The microcommands constituting the microprogram of the control memory of a microprogrammed processor can be partitioned into a number of disjoint sets. Some of these sets are then encoded to minimize the word width of the ROM storing the microprogram. A further reduction in the width of the ROM words can be achieved by a technique known as bit steering where one or more bits are shared by two or more sets of microcommands. These sets are called the steerable sets. This correspondence presents a simple method for the detection and encoding of steerable sets. It has been shown that the concurrency matrix of two steerable sets exhibits definite patterns of clusters which can be easily recognized. A relation "connection" has been defined which helps in the detection of three-set steerability. Once steerable sets are identified, their encoding becomes a straightforward procedure following the location of the identifying clusters on the concurrency matrix or matrices.

Minimization of Incompletely Specified Sequential Machines

A simple yet efficient method for the minimization of incompletely specified sequential machines (ISSMs) is proposed. Precise theorems are developed, as a consequence of which several compatibles can be deleted from consideration at the very first stage in the search for a minimal closed cover. Thus, the computational work is significantly reduced. Initial cardinality of the minimal closed cover is further reduced by a consideration of the maximal compatibles (MC's) only; as a result the method converges to the solution faster than the existing procedures. "Rank" of a compatible is defined. It is shown that ordering the compatibles, in accordance with their rank, reduces the number of comparisons to be made in the search for exclusion of compatibles. The new method is simple, systematic, and programmable. It does not involve any heuristics or intuitive procedures. For small- and medium-sized machines, it canle used for hand computation as well. For one of the illustrative examples used in this paper, 30 out of 40 compatibles can be ignored in accordance with the proposed rules and the remaining 10 compatibles only need be considered for obtaining a minimal solution.