A generalised Bayesian instrumental variable approach under student t-distributed errors with application

Bayesian analysis is given of an instrumental variable model that allows for heteroscedasticity in both the structural equation and the instrument equation. Specifically, the approach for dealing with heteroscedastic errors in Geweke (1993) is extended to the Bayesian instrumental variable estimator outlined in Rossi et al. (2005). Heteroscedasticity is treated by modelling the variance for each error using a hierarchical prior that is Gamma distributed. The computation is carried out by using a Markov chain Monte Carlo sampling algorithm with an augmented draw for the heteroscedastic case. An example using real data illustrates the approach and shows that ignoring heteroscedasticity in the instrument equation when it exists may lead to biased estimates.

Global exponential periodicity of a class of bidirectional associative memory networks with finite distributed delays

In this paper, we study the periodic oscillatory behavior of a class of bidirectional associative memory (BAM) networks with finite distributed delays. A set of criteria are proposed for determining global exponential periodicity of the proposed BAM networks, which assume neither differentiability nor monotonicity of the activation function of each neuron. In addition, our criteria are easily checkable. (c) 2005 Elsevier Inc. All rights reserved.

Power allocation strategies for distributed space-time codes in two-way relay networks

We study a two-way relay network (TWRN), where distributed space-time codes are constructed across multiple relay terminals in an amplify-and-forward mode. Each relay transmits a scaled linear combination of its received symbols and their conjugates,with the scaling factor chosen based on automatic gain control. We consider equal power allocation (EPA) across the relays, as well as the optimal power allocation (OPA) strategy given access to instantaneous channel state information (CSI). For EPA, we derive an upper bound on the pairwise-error-probability (PEP), from which we prove that full diversity is achieved in TWRNs. This result is in contrast to one-way relay networks, in which case a maximum diversity order of only unity can be obtained. When instantaneous CSI is available at the relays, we show that the OPA which minimizes the conditional PEP of the worse link can be cast as a generalized linear fractional program, which can be solved efficiently using the Dinkelback-type procedure.We also prove that, if the sum-power of the relay terminals is constrained, then the OPA will activate at most two relays.

The representation of conditional expectations of non-Gaussian noise

For Wiener spaces conditional expectations and $L^{2}$-martingales w.r.t. the natural filtration have a natural representation in terms of chaos expansion. In this note an extension to larger classes of processes is discussed. In particular, it is pointed out that orthogonality of the chaos expansion is not required.

Dynamic load balancing for the distributed mining of molecular structures

In molecular biology, it is often desirable to find common properties in large numbers of drug candidates. One family of methods stems from the data mining community, where algorithms to find frequent graphs have received increasing attention over the past years. However, the computational complexity of the underlying problem and the large amount of data to be explored essentially render sequential algorithms useless. In this paper, we present a distributed approach to the frequent subgraph mining problem to discover interesting patterns in molecular compounds. This problem is characterized by a highly irregular search tree, whereby no reliable workload prediction is available. We describe the three main aspects of the proposed distributed algorithm, namely, a dynamic partitioning of the search space, a distribution process based on a peer-to-peer communication framework, and a novel receiverinitiated load balancing algorithm. The effectiveness of the distributed method has been evaluated on the well-known National Cancer Institute’s HIV-screening data set, where we were able to show close-to linear speedup in a network of workstations. The proposed approach also allows for dynamic resource aggregation in a non dedicated computational environment. These features make it suitable for large-scale, multi-domain, heterogeneous environments, such as computational grids.

A customizable multi-agent system for distributed data mining

We present a general Multi-Agent System framework for distributed data mining based on a Peer-to-Peer model. Agent protocols are implemented through message-based asynchronous communication. The framework adopts a dynamic load balancing policy that is particularly suitable for irregular search algorithms. A modular design allows a separation of the general-purpose system protocols and software components from the specific data mining algorithm. The experimental evaluation has been carried out on a parallel frequent subgraph mining algorithm, which has shown good scalability performances.

Scalability of efficient parallel K-Means

Clustering is defined as the grouping of similar items in a set, and is an important process within the field of data mining. As the amount of data for various applications continues to increase, in terms of its size and dimensionality, it is necessary to have efficient clustering methods. A popular clustering algorithm is K-Means, which adopts a greedy approach to produce a set of K-clusters with associated centres of mass, and uses a squared error distortion measure to determine convergence. Methods for improving the efficiency of K-Means have been largely explored in two main directions. The amount of computation can be significantly reduced by adopting a more efficient data structure, notably a multi-dimensional binary search tree (KD-Tree) to store either centroids or data points. A second direction is parallel processing, where data and computation loads are distributed over many processing nodes. However, little work has been done to provide a parallel formulation of the efficient sequential techniques based on KD-Trees. Such approaches are expected to have an irregular distribution of computation load and can suffer from load imbalance. This issue has so far limited the adoption of these efficient K-Means techniques in parallel computational environments. In this work, we provide a parallel formulation for the KD-Tree based K-Means algorithm and address its load balancing issues.

PRISM and ENES: a European approach to Earth system modelling

Europe's widely distributed climate modelling expertise, now organized in the European Network for Earth System Modelling (ENES), is both a strength and a challenge. Recognizing this, the European Union's Program for Integrated Earth System Modelling (PRISM) infrastructure project aims at designing a flexible and friendly user environment to assemble, run and post-process Earth System models. PRISM was started in December 2001 with a duration of three years. This paper presents the major stages of PRISM, including: (1) the definition and promotion of scientific and technical standards to increase component modularity; (2) the development of an end-to-end software environment (graphical user interface, coupling and I/O system, diagnostics, visualization) to launch, monitor and analyse complex Earth system models built around state-of-art community component models (atmosphere, ocean, atmospheric chemistry, ocean bio-chemistry, sea-ice, land-surface); and (3) testing and quality standards to ensure high-performance computing performance on a variety of platforms. PRISM is emerging as a core strategic software infrastructure for building the European research area in Earth system sciences. Copyright (c) 2005 John Wiley & Sons, Ltd.

Global scale water stages from SAR imagery (GlosSARi) to support global flood forecasting

Despite the success of studies attempting to integrate remotely sensed data and flood modelling and the need to provide near-real time data routinely on a global scale as well as setting up online data archives, there is to date a lack of spatially and temporally distributed hydraulic parameters to support ongoing efforts in modelling. Therefore, the objective of this project is to provide a global evaluation and benchmark data set of floodplain water stages with uncertainties and assimilation in a large scale flood model using space-borne radar imagery. An algorithm is developed for automated retrieval of water stages with uncertainties from a sequence of radar imagery and data are assimilated in a flood model using the Tewkesbury 2007 flood event as a feasibility study. The retrieval method that we employ is based on possibility theory which is an extension of fuzzy sets and that encompasses probability theory. In our case we first attempt to identify main sources of uncertainty in the retrieval of water stages from radar imagery for which we define physically meaningful ranges of parameter values. Possibilities of values are then computed for each parameter using a triangular ‘membership’ function. This procedure allows the computation of possible values of water stages at maximum flood extents along a river at many different locations. At a later stage in the project these data are then used in assimilation, calibration or validation of a flood model. The application is subsequently extended to a global scale using wide swath radar imagery and a simple global flood forecasting model thereby providing improved river discharge estimates to update the latter.

Dynamic load balancing in parallel KD-tree k-means

One among the most influential and popular data mining methods is the k-Means algorithm for cluster analysis. Techniques for improving the efficiency of k-Means have been largely explored in two main directions. The amount of computation can be significantly reduced by adopting geometrical constraints and an efficient data structure, notably a multidimensional binary search tree (KD-Tree). These techniques allow to reduce the number of distance computations the algorithm performs at each iteration. A second direction is parallel processing, where data and computation loads are distributed over many processing nodes. However, little work has been done to provide a parallel formulation of the efficient sequential techniques based on KD-Trees. Such approaches are expected to have an irregular distribution of computation load and can suffer from load imbalance. This issue has so far limited the adoption of these efficient k-Means variants in parallel computing environments. In this work, we provide a parallel formulation of the KD-Tree based k-Means algorithm for distributed memory systems and address its load balancing issue. Three solutions have been developed and tested. Two approaches are based on a static partitioning of the data set and a third solution incorporates a dynamic load balancing policy.

A hierarchical distributed approach for mining molecular fragments

Recently, two approaches have been introduced that distribute the molecular fragment mining problem. The first approach applies a master/worker topology, the second approach, a completely distributed peer-to-peer system, solves the scalability problem due to the bottleneck at the master node. However, in many real world scenarios the participating computing nodes cannot communicate directly due to administrative policies such as security restrictions. Thus, potential computing power is not accessible to accelerate the mining run. To solve this shortcoming, this work introduces a hierarchical topology of computing resources, which distributes the management over several levels and adapts to the natural structure of those multi-domain architectures. The most important aspect is the load balancing scheme, which has been designed and optimized for the hierarchical structure. The approach allows dynamic aggregation of heterogenous computing resources and is applied to wide area network scenarios.

Distributed intelligent management of active networks

This paper focuses on improving computer network management by the adoption of artificial intelligence techniques. A logical inference system has being devised to enable automated isolation, diagnosis, and even repair of network problems, thus enhancing the reliability, performance, and security of networks. We propose a distributed multi-agent architecture for network management, where a logical reasoner acts as an external managing entity capable of directing, coordinating, and stimulating actions in an active management architecture. The active networks technology represents the lower level layer which makes possible the deployment of code which implement teleo-reactive agents, distributed across the whole network. We adopt the Situation Calculus to define a network model and the Reactive Golog language to implement the logical reasoner. An active network management architecture is used by the reasoner to inject and execute operational tasks in the network. The integrated system collects the advantages coming from logical reasoning and network programmability, and provides a powerful system capable of performing high-level management tasks in order to deal with network fault.