Interpolation methods for stochastic processes spaces

In this paper the scales of classes of stochastic processes are introduced. New interpolation theorems and boundedness of some transforms of stochastic processes are proved. Interpolation method for generously-monotonous rocesses is entered. Conditions and statements of interpolation theorems concern he xed stochastic process, which diers from the classical results.

Music identification

L'evolució ens els últims decennis de les possibilitats relacionades amb les tecnologies de la informació han provocat l'aparició de diferents camps, entre ells l'anomenat “recuperació de música basant-se en el contingut”, que tracta de calcular la similitud entre diferents sons. En aquest projecte hem fet una recerca sobre els diferents mètodes que existeixen avui en dia, i posteriorment n'hem comparat tres, un basat en característiques del so, un basat en la transformada discreta del cosinus, i un que combina els dos anteriors. Els resultats han mostrat, que el basat en la transformada de Fourier és el més fiable.

On the writer identification in old handwritten music scores

Report for the scientific sojourn at the University of Bern, Swiss, from Mars until June 2008. Writer identification consists in determining the writer of a piece of handwriting from a set of writers. Even though an important amount of compositions contains handwritten text in the music scores, the aim of the work is to use only music notation to determine the author. It’s been developed two approaches for writer identification in old handwritten music scores. The methods proposed extract features from every music line, and also features from a texture image of music symbols. First of all, the music sheet is first preprocessed for obtaining a binarized music score without the staff lines. The classification is performed using a k-NN classifier based on Euclidean distance. The proposed method has been tested on a database of old music scores from the 17th to 19th centuries, achieving encouraging identification rates.

I. Identification and characterisation of epigenetically altered tumor supressor genes by proteomic and genomic approches / II. Studies of genes regualted by MeCP2 union to its promoter regions by proteomic and genmomic approches

DNA methylation has an important impact on normal cell physiology, thus any defects in this mechanism may be related to the development of various diseases In this project we are interested in identifying epigeneticaliy modified genes, in general controlled by processes related to the DNA methylation, by means of a new strategy combining protomic and genomic analyses. First, the two Dimensional-Difference Gel Electrophoresis (2-DIGE) protein analyses of extracts obtained from HCT-116 wt and double knockout for DNMT1 and DNMT3b (DKO) cells revealed 34 proteins overexpressed in the condition of DNMTs depletion. From five genes with higher transcript lavels in DKO cells, comparing with HCT-116 wt. oniy AKR1B1, UCHLl and VIM are melhylated in HCT-116. As expected. the DNA methvlation 1s lost in DKO cells. The rneth,vl ation of VIM and UCHLl promoters in some cancer samples has already been repaired, thus further studies has been focused on AKRlBI. AKR1B1 expression due lo DNA methyiaton of promoter region seems to occur specilfically in the colon cancer cell Iines. which was confirmed in the DNA rnethylation status and expression analyses. performed on 32 different cancer cell lines (including colon, breast, lymphoma, leukemia, neuroblastoma, glioma and lung cancer cell Iines) as well as normal colon and normal lymphocytes samples. AKRIBI expression after treatments with DNA demethvlating agent (AZA) was rescued in 5 coloncancer cell lines (including genetic regulation of the candidate gene. The methylation status of the rest of the genes identified in proteomic analysis was checked by methylation specific PCR (MSP) experiment and all appeared to be unmethylated. The similar research has been done also bv means of Mecp2-null mouse model For 14 selected candidate genes the analyses of expression leveis, methylation Status and MeCP2 interaction with promoters are currently being performed.

Identification and Semiactive Control of Smart Structures Equipped with Magnetorheological Actuators

This paper deals with the problem of identification and semiactive control of smart structures subject to unknown external disturbances such as earthquake, wind, etc. The experimental setup used is a 6-story test structure equipped with shear-mode semiactive magnetorheological actuators being installed in WUSCEEL. The experimental results obtained have verified the effectiveness of the proposed control algorithms

Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

Stochastic optimal bid to electricity markets with environmental risk constraints

There are many factors that influence the day-ahead market bidding strategies of a generation company (GenCo) in the current energy market framework. Environmental policy issues have become more and more important for fossil-fuelled power plants and they have to be considered in their management, giving rise to emission limitations. This work allows to investigate the influence of both the allowances and emission reduction plan, and the incorporation of the derivatives medium-term commitments in the optimal generation bidding strategy to the day-ahead electricity market. Two different technologies have been considered: the coal thermal units, high-emission technology, and the combined cycle gas turbine units, low-emission technology. The Iberian Electricity Market and the Spanish National Emissions and Allocation Plans are the framework to deal with the environmental issues in the day-ahead market bidding strategies. To address emission limitations, some of the standard risk management methodologies developed for financial markets, such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR), have been extended. This study offers to electricity generation utilities a mathematical model to determinate the individual optimal generation bid to the wholesale electricity market, for each one of their generation units that maximizes the long-run profits of the utility abiding by the Iberian Electricity Market rules, the environmental restrictions set by the EU Emission Trading Scheme, as well as the restrictions set by the Spanish National Emissions Reduction Plan. The economic implications for a GenCo of including the environmental restrictions of these National Plans are analyzed and the most remarkable results will be presented.

Cultural self-identification(s) and personal social networks among first and second-generation immigrants

L’estudi examina les relacions entre (1) les xarxes socials personals de la població immigrant resident a Barcelona i (2) les seves identitats culturals múltiples. L’objectiu principal de l’estudi és entendre com el contingut i l’estructura de les relacions socials dels immigrants facilita o dificulta (1) tenir un sentiment de pertinença a les noves cultures d’acollida, la catalana i la espanyola, i (2) la integració d’aquestes noves identitats socioculturals amb la seva identitat d’origen en una nova identitat bicultural cohesiva. El nostre plantejament inicial era que els immigrants amb xarxes socials més diverses des del punt de vista de la seva composició cultural tindrien més recursos socials i experiències cognitives més diverses , factors que afavoreixen les identificacions múltiples i la participació cívica. Els resultats de l’estudi mostren que el grau d’identificació dels participants amb la seva cultura ètnica o d’origen és força alt i, en certa mesura, més alt en comparació amb les cultures d’acollida ( catalana, cívica i espanyola). Tanmateix, el vincle dels participants amb les cultures d’acollida (p. ex., la cultura catalana) és prou rellevant per a indicar una orientació bicultural (catalana i ètnica). Les anàlisis de correlacions revelen que sentir-se català no impedeix sentir-se part de la comunitat etnocultural d’origen. A més, existeix una interrelació entre l'orientació cultural catalana i la identificació amb les comunitats cíviques locals. De la mateixa manera, tenir competències en llengua catalana no va en detriment de les competències en llengua castellana. Les anàlisis també mostren que factors com l’orientació cultural catalana, l’ús del català i la identificació amb la cultura catalana tenen una correlació positiva amb el grau de chohesio de la indentitat bicultural, afavoreixen el benestar psicològic i disminueixen l’estrès aculturatiu. L’anàlisi de les xarxes socials mostra que la identificació amb la cultura catalana, l’orientació cultural catalana i la integració de la identitat són factors clau per tenir xarxes socials més diverses des del punt de vista ètnic i lingüístic, amb menys membres del col•lectiu d’origen, i amb subgrups o “cliques” culturalment més heterogenis. La identificació espanyola també prediu, en mesura més reduïda, la diversitat de les xarxes. Els nostres resultats contribueixen a la recerca actual i les teories sobre interculturalitat i identitat cultural.

Hours worked - Productivity puzzle: identification in fractional integration settings

A recent finding of the structural VAR literature is that the response of hours worked to a technology shock depends on the assumption on the order of integration of the hours. In this work we relax this assumption, allowing for fractional integration and long memory in the process for hours and productivity. We find that the sign and magnitude of the estimated impulse responses of hours to a positive technology shock depend crucially on the assumptions applied to identify them. Responses estimated with short-run identification are positive and statistically significant in all datasets analyzed. Long-run identification results in negative often not statistically significant responses. We check validity of these assumptions with the Sims (1989) procedure, concluding that both types of assumptions are appropriate to recover the impulse responses of hours in a fractionally integrated VAR. However, the application of longrun identification results in a substantial increase of the sampling uncertainty. JEL Classification numbers: C22, E32. Keywords: technology shock, fractional integration, hours worked, structural VAR, identification

Identification of potential small molecule binding pockets on Rho family GTPases

Rho GTPases are conformational switches that control a wide variety of signaling pathways critical for eukaryotic cell development and proliferation. They represent attractive targets for drug design as their aberrant function and deregulated activity is associated with many human diseases including cancer. Extensive high-resolution structures (.100) and recent mutagenesis studies have laid the foundation for the design of new structure-based chemotherapeutic strategies. Although the inhibition of Rho signaling with drug-like compounds is an active area of current research, very little attention has been devoted to directly inhibiting Rho by targeting potential allosteric non-nucleotide binding sites. By avoiding the nucleotide binding site, compounds may minimize the potential for undesirable off-target interactions with other ubiquitous GTP and ATP binding proteins. Here we describe the application of molecular dynamics simulations, principal component analysis, sequence conservation analysis, and ensemble small-molecule fragment mapping to provide an extensive mapping of potential small-molecule binding pockets on Rho family members. Characterized sites include novel pockets in the vicinity of the conformationaly responsive switch regions as well as distal sites that appear to be related to the conformations of the nucleotide binding region. Furthermore the use of accelerated molecular dynamics simulation, an advanced sampling method that extends the accessible time-scale of conventional simulations, is found to enhance the characterization of novel binding sites when conformational changes are important for the protein mechanism.

Cross recurrence quantification for cover song identification

There is growing evidence that nonlinear time series analysis techniques can be used to successfully characterize, classify, or process signals derived from realworld dynamics even though these are not necessarily deterministic and stationary. In the present study we proceed in this direction by addressing an important problem our modern society is facing, the automatic classification of digital information. In particular, we address the automatic identification of cover songs, i.e. alternative renditions of a previously recorded musical piece. For this purpose we here propose a recurrence quantification analysis measure that allows tracking potentially curved and disrupted traces in cross recurrence plots. We apply this measure to cross recurrence plots constructed from the state space representation of musical descriptor time series extracted from the raw audio signal. We show that our method identifies cover songs with a higher accuracy as compared to previously published techniques. Beyond the particular application proposed here, we discuss how our approach can be useful for the characterization of a variety of signals from different scientific disciplines. We study coupled Rössler dynamics with stochastically modulated mean frequencies as one concrete example to illustrate this point.

Chroma binary similarity and local alignment applied to cover song identification

We present a new technique for audio signal comparison based on tonal subsequence alignment and its application to detect cover versions (i.e., different performances of the same underlying musical piece). Cover song identification is a task whose popularity has increased in the Music Information Retrieval (MIR) community along in the past, as it provides a direct and objective way to evaluate music similarity algorithms.This article first presents a series of experiments carried outwith two state-of-the-art methods for cover song identification.We have studied several components of these (such as chroma resolution and similarity, transposition, beat tracking or Dynamic Time Warping constraints), in order to discover which characteristics would be desirable for a competitive cover song identifier. After analyzing many cross-validated results, the importance of these characteristics is discussed, and the best-performing ones are finally applied to the newly proposed method. Multipleevaluations of this one confirm a large increase in identificationaccuracy when comparing it with alternative state-of-the-artapproaches.

Multiuser detection in a dynamic environment — Part II: Joint user identification and parameter estimation

The problem of jointly estimating the number, the identities, and the data of active users in a time-varying multiuser environment was examined in a companion paper (IEEE Trans. Information Theory, vol. 53, no. 9, September 2007), at whose core was the use of the theory of finite random sets on countable spaces. Here we extend that theory to encompass the more general problem of estimating unknown continuous parameters of the active-user signals. This problem is solved here by applying the theory of random finite sets constructed on hybrid spaces. We doso deriving Bayesian recursions that describe the evolution withtime of a posteriori densities of the unknown parameters and data.Unlike in the above cited paper, wherein one could evaluate theexact multiuser set posterior density, here the continuous-parameter Bayesian recursions do not admit closed-form expressions. To circumvent this difficulty, we develop numerical approximationsfor the receivers that are based on Sequential Monte Carlo (SMC)methods (“particle filtering”). Simulation results, referring to acode-divisin multiple-access (CDMA) system, are presented toillustrate the theory.

A two-stage approach for tonic identification in indian art music

In this paper we propose a new approach for tonic identification in Indian art music and present a proposal for acomplete iterative system for the same. Our method splits the task of tonic pitch identification into two stages. In the first stage, which is applicable to both vocal and instrumental music, we perform a multi-pitch analysis of the audio signal to identify the tonic pitch-class. Multi-pitch analysisallows us to take advantage of the drone sound, which constantlyreinforces the tonic. In the second stage we estimate the octave in which the tonic of the singer lies and is thusneeded only for the vocal performances. We analyse the predominant melody sung by the lead performer in order to establish the tonic octave. Both stages are individually evaluated on a sizable music collection and are shown toobtain a good accuracy. We also discuss the types of errors made by the method.Further, we present a proposal for a system that aims to incrementally utilize all the available data, both audio and metadata in order to identify the tonic pitch. It produces a tonic estimate and a confidence value, and is iterative in nature. At each iteration, more data is fed into the systemuntil the confidence value for the identified tonic is above a defined threshold. Rather than obtain high overall accuracy for our complete database, ultimately our goal is to develop a system which obtains very high accuracy on a subset of the database with maximum confidence.

Applause identification and its relevance to archival of Carnatic music

A Carnatic music concert is made up of a sequence of pieces, where each piece corresponds to a particular genre and ra¯aga (melody). Unlike a western music concert, the artist may be applauded intra-performance inter-performance. Most Carnatic music that is archived today correspond to a single audio recordings of entire concerts.The purpose of this paper is to segment single audio recordings into a sequence of pieces using thecharacteristic features of applause and music. Spectral flux, spectral entropy change quite significantly from music to applause and vice-versa. The characteristics of these features for a subset of concerts was studied. A threshold based approach was used to segment the pieces into music fragments and applauses. Preliminary resultson recordings 19 concerts from matched microphones show that the EER is about 17% for a resolution of 0.25 seconds. Further, a parameter called CUSUM is estimatedfor the applause regions. The CUSUM values determine the strength of the applause. The CUSUM is used to characterise the highlights of a concert.