Joint Analysis of Multiple Algorithms and Performance Measures

There has been an increasing interest in the development of new methods using Pareto optimality to deal with multi-objective criteria (for example, accuracy and time complexity). Once one has developed an approach to a problem of interest, the problem is then how to compare it with the state of art. In machine learning, algorithms are typically evaluated by comparing their performance on different data sets by means of statistical tests. Standard tests used for this purpose are able to consider jointly neither performance measures nor multiple competitors at once. The aim of this paper is to resolve these issues by developing statistical procedures that are able to account for multiple competing measures at the same time and to compare multiple algorithms altogether. In particular, we develop two tests: a frequentist procedure based on the generalized likelihood-ratio test and a Bayesian procedure based on a multinomial-Dirichlet conjugate model. We further extend them by discovering conditional independences among measures to reduce the number of parameters of such models, as usually the number of studied cases is very reduced in such comparisons. Data from a comparison among general purpose classifiers is used to show a practical application of our tests.

Outlier effects on robust joint modelling of longitudinal and survival data

Robust joint modelling is an emerging field of research. Through the advancements in electronic patient healthcare records, the popularly of joint modelling approaches has grown rapidly in recent years providing simultaneous analysis of longitudinal and survival data. This research advances previous work through the development of a novel robust joint modelling methodology for one of the most common types of standard joint models, that which links a linear mixed model with a Cox proportional hazards model. Through t-distributional assumptions, longitudinal outliers are accommodated with their detrimental impact being down weighed and thus providing more efficient and reliable estimates. The robust joint modelling technique and its major benefits are showcased through the analysis of Northern Irish end stage renal disease patients. With an ageing population and growing prevalence of chronic kidney disease within the United Kingdom, there is a pressing demand to investigate the detrimental relationship between the changing haemoglobin levels of haemodialysis patients and their survival. As outliers within the NI renal data were found to have significantly worse survival, identification of outlying individuals through robust joint modelling may aid nephrologists to improve patient's survival. A simulation study was also undertaken to explore the difference between robust and standard joint models in the presence of increasing proportions and extremity of longitudinal outliers. More efficient and reliable estimates were obtained by robust joint models with increasing contrast between the robust and standard joint models when a greater proportion of more extreme outliers are present. Through illustration of the gains in efficiency and reliability of parameters when outliers exist, the potential of robust joint modelling is evident. The research presented in this thesis highlights the benefits and stresses the need to utilise a more robust approach to joint modelling in the presence of longitudinal outliers.

Joint Information and Jamming Beamforming for Secrecy Rate Maximization in Cognitive Radio Networks

In this paper, we consider the secure beamforming design for an underlay cognitive radio multiple-input singleoutput broadcast channel in the presence of multiple passive eavesdroppers. Our goal is to design a jamming noise (JN) transmit strategy to maximize the secrecy rate of the secondary system. By utilizing the zero-forcing method to eliminate the interference caused by JN to the secondary user, we study the joint optimization of the information and JN beamforming for secrecy rate maximization of the secondary system while satisfying all the interference power constraints at the primary users, as well as the per-antenna power constraint at the secondary transmitter. For an optimal beamforming design, the original problem is a nonconvex program, which can be reformulated as a convex program by applying the rank relaxation method. To this end, we prove that the rank relaxation is tight and propose a barrier interior-point method to solve the resulting saddle point problem based on a duality result. To find the global optimal solution, we transform the considered problem into an unconstrained optimization problem. We then employ Broyden-Fletcher-Goldfarb-Shanno (BFGS) method to solve the resulting unconstrained problem which helps reduce the complexity significantly, compared to conventional methods. Simulation results show the fast convergence of the proposed algorithm and substantial performance improvements over existing approaches.