Efficiency comparison of Markov Chain Monte Carlo simulation with subset simulation (MCMC/ss) to standard Monte Carlo Simulation (sMC) for extreme event scenarios

Standard Monte Carlo (sMC) simulation models have been widely used in AEC industry research to address system uncertainties. Although the benefits of probabilistic simulation analyses over deterministic methods are well documented, the sMC simulation technique is quite sensitive to the probability distributions of the input variables. This phenomenon becomes highly pronounced when the region of interest within the joint probability distribution (a function of the input variables) is small. In such cases, the standard Monte Carlo approach is often impractical from a computational standpoint. In this paper, a comparative analysis of standard Monte Carlo simulation to Markov Chain Monte Carlo with subset simulation (MCMC/ss) is presented. The MCMC/ss technique constitutes a more complex simulation method (relative to sMC), wherein a structured sampling algorithm is employed in place of completely randomized sampling. Consequently, gains in computational efficiency can be made. The two simulation methods are compared via theoretical case studies.

Safety climate and injury occurrence of repair, maintenance, minor alteration and addition works : a comparison of workers, supervisors and managers

Purpose The repair, maintenance, minor alteration and addition (RMAA) sector has been expanding in many developed cities. Safety problems of the RMAA sector have attracted the attention of many governments. This study has the objectives of comparing the level of safety climate of workers, supervisors and managers in the RMAA sector; and explaining/ predicting the impact of safety climate on injury occurrence of workers, supervisors and managers. Design/methodology/approach A questionnaire survey was administered to RMAA contracting companies in Hong Kong. Findings When comparing the safety climate perception of workers, supervisors and managers in the RMAA sector, the supervisors group had the lowest mean safety climate score. Results showed that a positive workforce safety attitude and acceptance of safety rules and regulations reduced the workers’ likelihood of having injuries. A reasonable production schedule led to a lower probability of supervisors being injured. Management commitment and effective safety management reduced the probability of managers being injured. Originality/value This study revealed variations of safety climate at the different levels in the organizational hierarchy and their varying influence on safety performance of the RMAA sector. Safety of RMAA works could be improved by promulgating specific safety measures at the different hierarchy levels.

Cryptanalysis of the convex hull click human identification protocol

Recently a convex hull based human identification protocol was proposed by Sobrado and Birget, whose steps can be performed by humans without additional aid. The main part of the protocol involves the user mentally forming a convex hull of secret icons in a set of graphical icons and then clicking randomly within this convex hull. In this paper we show two efficient probabilistic attacks on this protocol which reveal the user’s secret after the observation of only a handful of authentication sessions. We show that while the first attack can be mitigated through appropriately chosen values of system parameters, the second attack succeeds with a non-negligible probability even with large system parameter values which cross the threshold of usability.

Output feedback optimal control with contraints

In Chapters 1 through 9 of the book (with the exception of a brief discussion on observers and integral action in Section 5.5 of Chapter 5) we considered constrained optimal control problems for systems without uncertainty, that is, with no unmodelled dynamics or disturbances, and where the full state was available for measurement. More realistically, however, it is necessary to consider control problems for systems with uncertainty. This chapter addresses some of the issues that arise in this situation. As in Chapter 9, we adopt a stochastic description of uncertainty, which associates probability distributions to the uncertain elements, that is, disturbances and initial conditions. (See Section 12.6 for references to alternative approaches to model uncertainty.) When incomplete state information exists, a popular observer-based control strategy in the presence of stochastic disturbances is to use the certainty equivalence [CE] principle, introduced in Section 5.5 of Chapter 5 for deterministic systems. In the stochastic framework, CE consists of estimating the state and then using these estimates as if they were the true state in the control law that results if the problem were formulated as a deterministic problem (that is, without uncertainty). This strategy is motivated by the unconstrained problem with a quadratic objective function, for which CE is indeed the optimal solution (˚Astr¨om 1970, Bertsekas 1976). One of the aims of this chapter is to explore the issues that arise from the use of CE in RHC in the presence of constraints. We then turn to the obvious question about the optimality of the CE principle. We show that CE is, indeed, not optimal in general. We also analyse the possibility of obtaining truly optimal solutions for single input linear systems with input constraints and uncertainty related to output feedback and stochastic disturbances.We first find the optimal solution for the case of horizon N = 1, and then we indicate the complications that arise in the case of horizon N = 2. Our conclusion is that, for the case of linear constrained systems, the extra effort involved in the optimal feedback policy is probably not justified in practice. Indeed, we show by example that CE can give near optimal performance. We thus advocate this approach in real applications.

Incorporating adverse event relatedness into dose-finding clinical trial designs

Dose-finding designs estimate the dose level of a drug based on observed adverse events. Relatedness of the adverse event to the drug has been generally ignored in all proposed design methodologies. These designs assume that the adverse events observed during a trial are definitely related to the drug, which can lead to flawed dose-level estimation. We incorporate adverse event relatedness into the so-called continual reassessment method. Adverse events that have ‘doubtful’ or ‘possible’ relationships to the drug are modelled using a two-parameter logistic model with an additive probability mass. Adverse events ‘probably’ or ‘definitely’ related to the drug are modelled using a cumulative logistic model. To search for the maximum tolerated dose, we use the maximum estimated toxicity probability of these two adverse event relatedness categories. We conduct a simulation study that illustrates the characteristics of the design under various scenarios. This article demonstrates that adverse event relatedness is important for improved dose estimation. It opens up further research pathways into continual reassessment design methodologies.

CoRE : a context-aware relation extraction method for relation completion

We identify relation completion (RC) as one recurring problem that is central to the success of novel big data applications such as Entity Reconstruction and Data Enrichment. Given a semantic relation, RC attempts at linking entity pairs between two entity lists under the relation. To accomplish the RC goals, we propose to formulate search queries for each query entity α based on some auxiliary information, so that to detect its target entity β from the set of retrieved documents. For instance, a pattern-based method (PaRE) uses extracted patterns as the auxiliary information in formulating search queries. However, high-quality patterns may decrease the probability of finding suitable target entities. As an alternative, we propose CoRE method that uses context terms learned surrounding the expression of a relation as the auxiliary information in formulating queries. The experimental results based on several real-world web data collections demonstrate that CoRE reaches a much higher accuracy than PaRE for the purpose of RC.

An analysis of ranking principles and retrieval strategies

The assumptions underlying the Probability Ranking Principle (PRP) have led to a number of alternative approaches that cater or compensate for the PRP’s limitations. All alternatives deviate from the PRP by incorporating dependencies. This results in a re-ranking that promotes or demotes documents depending upon their relationship with the documents that have been already ranked. In this paper, we compare and contrast the behaviour of state-of-the-art ranking strategies and principles. To do so, we tease out analytical relationships between the ranking approaches and we investigate the document kinematics to visualise the effects of the different approaches on document ranking.

University of Glasgow at ImageCLEFPhoto 2009 : optimising similarity and diversity in image retrieval

In this paper we describe the approaches adopted to generate the runs submitted to ImageCLEFPhoto 2009 with an aim to promote document diversity in the rankings. Four of our runs are text based approaches that employ textual statistics extracted from the captions of images, i.e. MMR [1] as a state of the art method for result diversification, two approaches that combine relevance information and clustering techniques, and an instantiation of Quantum Probability Ranking Principle. The fifth run exploits visual features of the provided images to re-rank the initial results by means of Factor Analysis. The results reveal that our methods based on only text captions consistently improve the performance of the respective baselines, while the approach that combines visual features with textual statistics shows lower levels of improvements.

Public transport travel time variability definitions and monitoring

Public Transport Travel Time Variability (PTTV) is essential for understanding the deteriorations in the reliability of travel time, optimizing transit schedules and route choices. This paper establishes the key definitions of PTTV in which firstly include all buses, and secondly include only a single service from a bus route. The paper then analyzes the day-to-day distribution of public transport travel time by using Transit Signal Priority data. A comprehensive approach, using both parametric bootstrapping Kolmogorov-Smirnov test and Bayesian Information Creation technique is developed, recommends Lognormal distribution as the best descriptor of bus travel time on urban corridors. The probability density function of Lognormal distribution is finally used for calculating probability indicators of PTTV. The findings of this study are useful for both traffic managers and statisticians for planning and analyzing the transit systems.

Ambiguity Acceptance Testing : A Comparison of the Ratio Test and Difference Test

Integer ambiguity resolution is an indispensable procedure for all high precision GNSS applications. The correctness of the estimated integer ambiguities is the key to achieving highly reliable positioning, but the solution cannot be validated with classical hypothesis testing methods. The integer aperture estimation theory unifies all existing ambiguity validation tests and provides a new prospective to review existing methods, which enables us to have a better understanding on the ambiguity validation problem. This contribution analyses two simple but efficient ambiguity validation test methods, ratio test and difference test, from three aspects: acceptance region, probability basis and numerical results. The major contribution of this paper can be summarized as: (1) The ratio test acceptance region is overlap of ellipsoids while the difference test acceptance region is overlap of half-spaces. (2) The probability basis of these two popular tests is firstly analyzed. The difference test is an approximation to optimal integer aperture, while the ratio test follows an exponential relationship in probability. (3) The limitations of the two tests are firstly identified. The two tests may under-evaluate the failure risk if the model is not strong enough or the float ambiguities fall in particular region. (4) Extensive numerical results are used to compare the performance of these two tests. The simulation results show the ratio test outperforms the difference test in some models while difference test performs better in other models. Particularly in the medium baseline kinematic model, the difference tests outperforms the ratio test, the superiority is independent on frequency number, observation noise, satellite geometry, while it depends on success rate and failure rate tolerance. Smaller failure rate leads to larger performance discrepancy.

The impact of a congestion charging exemption on the demand for new low‐emission vehicles

Numerous initiatives have been employed around the world in order to address rising greenhouse gas (GHG) emissions originating from the transport sector. These measures include: travel demand management (congestion‐charging), increased fuel taxes, alternative fuel subsidies and low‐emission vehicle (LEV) rebates. Incentivizing the purchase of LEVs has been one of the more prevalent approaches in attempting to tackle this global issue. LEVs, whilst having the advantage of lower emissions and, in some cases, more efficient fuel consumption, also bring the downsides of increased purchase cost, reduced convenience of vehicle fuelling, and operational uncertainty. To stimulate demand in the face of these challenges, various incentive‐based policies, such as toll exemptions, have been used by national and local governments to encourage the purchase of these types of vehicles. In order to address rising GHG emissions in Stockholm, and in line with the Swedish Government’s ambition to operate a fossil free fleet by 2030, a number of policies were implemented targeting the transport sector. Foremost amongst these was the combination of a congestion charge – initiated to discourage emissions‐intensive travel – and an exemption from this charge for some LEVs, established to encourage a transition towards a ‘green’ vehicle fleet. Although both policies shared the aim of reducing GHG emissions, the exemption for LEVs carried the risk of diminishing the effectiveness of the congestion charging scheme. As the number of vehicle owners choosing to transition to an eligible LEV increased, the congestion‐reduction effectiveness of the charging scheme weakened. In fact, policy makers quickly recognized this potential issue and consequently phased out the LEV exemption less than 18 months after its introduction (1). Several studies have investigated the demand for LEVs through stated‐preference (SP) surveys across multiple countries, including: Denmark (2), Germany (3, 4), UK (5), Canada (6), USA (7, 8) and Australia (9). Although each of these studies differed in approach, all involved SP surveys where differing characteristics between various types of vehicles, including LEVs, were presented to respondents and these respondents in turn made hypothetical decisions about which vehicle they would be most likely to purchase. Although these studies revealed a number of interesting findings in regards to the potential demand for LEVs, they relied on SP data. In contrast, this paper employs an approach where LEV choice is modelled by taking a retrospective view and by using revealed preference (RP) data. By examining the revealed preferences of vehicle owners in Stockholm, this study overcomes one of the principal limitations of SP data, namely that stated preferences may not in fact reflect individuals’ actual choices, such as when cost, time, and inconvenience factors are real rather than hypothetical. This paper’s RP approach involves modelling the characteristics of individuals who purchased new LEVs, whilst estimating the effect of the congestion charging exemption upon choice probabilities and subsequent aggregate demand. The paper contributes to the current literature by examining the effectiveness of a toll exemption under revealed preference conditions, and by assessing the total effect of the policy based on key indicators for policy makers, including: vehicle owner home location, commuting patterns, number of children, age, gender and income. Extended Abstract Submission for Kuhmo Nectar Conference 2014 2 The two main research questions motivating this study were:  Which individuals chose to purchase a new LEV in Stockholm in 2008?; and,  How did the congestion charging exemption affect the aggregate demand for new LEVs in Stockholm in 2008? In order to answer these research questions the analysis was split into two stages. Firstly, a multinomial logit (MNL) model was used to identify which demographic characteristics were most significantly related to the purchase of an LEV over a conventional vehicle. The three most significant variables were found to be: intra‐cordon residency (positive); commuting across the cordon (positive); and distance of residence from the cordon (negative). In order to estimate the effect of the exemption policy on vehicle purchase choice, the model included variables to control for geographic differences in preferences, based on the location of the vehicle owners’ homes and workplaces in relation to the congestion‐charging cordon boundary. These variables included one indicator representing commutes across the cordon and another indicator representing intra‐cordon residency. The effect of the exemption policy on the probability of purchasing LEVs was estimated in the second stage of the analysis by focusing on the groups of vehicle owners that were most likely to have been affected by the policy i.e. those commuting across the cordon boundary (in both directions). Given the inclusion of the indicator variable representing commutes across the cordon, it is assumed that the estimated coefficient of this variable captures the effect of the exemption policy on the utility of choosing to purchase an exempt LEV for these two groups of vehicle owners. The intra‐cordon residency indicator variable also controls for differences between the two groups, based upon direction of travel across the cordon boundary. A counter‐hypothesis to this assumption is that the coefficient of the variable representing commuting across the cordon boundary instead only captures geo‐demographic differences that lead to variations in LEV ownership across the different groups of vehicle owners in relation to the cordon boundary. In order to address this counter‐hypothesis, an additional analysis was performed on data from a city with a similar geodemographic pattern to Stockholm, Gothenburg ‐ Sweden’s second largest city. The results of this analysis provided evidence to support the argument that the coefficient of the variable representing commutes across the cordon was capturing the effect of the exemption policy. Based upon this framework, the predicted vehicle type shares were calculated using the estimated coefficients of the MNL model and compared with predicted vehicle type shares from a simulated scenario where the exemption policy was inactive. This simulated scenario was constructed by setting the coefficient for the variable representing commutes across the cordon boundary to zero for all observations to remove the utility benefit of the exemption policy. Overall, the procedure of this second stage of the analysis led to results showing that the exemption had a substantial effect upon the probability of purchasing and aggregate demand for exempt LEVs in Stockholm during 2008. By making use of unique evidence of revealed preferences of LEV owners, this study identifies the common characteristics of new LEV owners and estimates the effect of Stockholm's congestion charging exemption upon the demand for new LEVs during 2008. It was found that the variables that had the greatest effect upon the choice of purchasing an exempt LEV included intra‐cordon residency (positive), distance of home from the cordon (negative), and commuting across the cordon (positive). It was also determined that owners under the age of 30 years preferred non‐exempt LEVs (low CO2 LEVs), whilst those over the age of 30 years preferred electric vehicles. In terms of electric vehicles, it was apparent that those individuals living within the city had the highest propensity towards purchasing this vehicle type. A negative relationship between choosing an electric vehicle and the distance of an individuals’ residency from the cordon was also evident. Overall, the congestion charging exemption was found to have increased the share of exempt LEVs in Stockholm by 1.9%, with, as expected, a much stronger effect on those commuting across the boundary, with those living inside the cordon having a 13.1% increase, and those owners living outside the cordon having a 5.0% increase. This increase in demand corresponded to an additional 538 (+/‐ 93; 95% C.I.) new exempt LEVs purchased in Stockholm during 2008 (out of a total of 5 427; 9.9%). Policy makers can take note that an incentive‐based policy can increase the demand for LEVs and appears to be an appropriate approach to adopt when attempting to reduce transport emissions through encouraging a transition towards a ‘green’ vehicle fleet.

The effect of preferential sampling on sampling variance

We examine some variations of standard probability designs that preferentially sample sites based on how easy they are to access. Preferential sampling designs deliver unbiased estimates of mean and sampling variance and will ease the burden of data collection but at what cost to our design efficiency? Preferential sampling has the potential to either increase or decrease sampling variance depending on the application. We carry out a simulation study to gauge what effect it will have when sampling Soil Organic Carbon (SOC) values in a large agricultural region in south-eastern Australia. Preferential sampling in this region can reduce the distance to travel by up to 16%. Our study is based on a dataset of predicted SOC values produced from a datamining exercise. We consider three designs and two ways to determine ease of access. The overall conclusion is that sampling performance deteriorates as the strength of preferential sampling increases, due to the fact the regions of high SOC are harder to access. So our designs are inadvertently targeting regions of low SOC value. The good news, however, is that Generalised Random Tessellation Stratification (GRTS) sampling designs are not as badly affected as others and GRTS remains an efficient design compared to competitors.

Water Quality Indices from Unbalanced Spatio-Temporal Monitoring Designs

This chapter investigates a variety of water quality assessment tools for reservoirs with balanced/unbalanced monitoring designs and focuses on providing informative water quality assessments to ensure decision-makers are able to make risk-informed management decisions about reservoir health. In particular, two water quality assessment methods are described: non-compliance (probability of the number of times the indicator exceeds the recommended guideline) and amplitude (degree of departure from the guideline). Strengths and weaknesses of current and alternative water quality methods will be discussed. The proposed methodology is particularly applicable to unbalanced designs with/without missing values and reflects the general conditions and is not swayed too heavily by the occasional extreme value (very high or very low quality). To investigate the issues in greater detail, we use as a case study, a reservoir within South-East Queensland (SEQ), Australia. The purpose here is to obtain an annual score that reflected the overall water quality, temporally, spatially and across water quality indicators for each reservoir.

The application of luminance mapping to discomfort glare : a modified glare index for green buildings

Unfortunately, there is no reliable method to adequately quantify discomfort glare. One of the world's largest investigations on discomfort glare was conducted in five Green Star office buildings in Brisbane. Luminance mapping via high dynamic range images and Post Occupancy Evaluation surveys were used in the data collection. A new glare index, termed the Unified Glare Probability, was developed to predict discomfort glare within these types of office buildings.

Combining expert opinions in prior elicitation

We consider the problem of combining opinions from different experts in an explicitly model-based way to construct a valid subjective prior in a Bayesian statistical approach. We propose a generic approach by considering a hierarchical model accounting for various sources of variation as well as accounting for potential dependence between experts. We apply this approach to two problems. The first problem deals with a food risk assessment problem involving modelling dose-response for Listeria monocytogenes contamination of mice. Two hierarchical levels of variation are considered (between and within experts) with a complex mathematical situation due to the use of an indirect probit regression. The second concerns the time taken by PhD students to submit their thesis in a particular school. It illustrates a complex situation where three hierarchical levels of variation are modelled but with a simpler underlying probability distribution (log-Normal).