A probabilistic model for trust and reputation

This paper concerns the problem of agent trust in an electronic market place. We maintain that agent trust involves making decisions under uncertainty and therefore the phenomenon should be modelled probabilistically. We therefore propose a probabilistic framework that models agent interactions as a Hidden Markov Model (HMM). The observations of the HMM are the interaction outcomes and the hidden state is the underlying probability of a good outcome. The task of deciding whether to interact with another agent reduces to probabilistic inference of the current state of that agent given all previous interaction outcomes. The model is extended to include a probabilistic reputation system which involves agents gathering opinions about other agents and fusing them with their own beliefs. Our system is fully probabilistic and hence delivers the following improvements with respect to previous work: (a) the model assumptions are faithfully translated into algorithms; our system is optimal under those assumptions, (b) It can account for agents whose behaviour is not static with time (c) it can estimate the rate with which an agent's behaviour changes. The system is shown to significantly outperform previous state-of-the-art methods in several numerical experiments. Copyright © 2010, International Foundation for Autonomous Agents and Multiagent Systems (www.ifaamas.org). All rights reserved.

Discriminative training of the hidden vector state model for semantic parsing

In this paper, we discuss how discriminative training can be applied to the hidden vector state (HVS) model in different task domains. The HVS model is a discrete hidden Markov model (HMM) in which each HMM state represents the state of a push-down automaton with a finite stack size. In previous applications, maximum-likelihood estimation (MLE) is used to derive the parameters of the HVS model. However, MLE makes a number of assumptions and unfortunately some of these assumptions do not hold. Discriminative training, without making such assumptions, can improve the performance of the HVS model by discriminating the correct hypothesis from the competing hypotheses. Experiments have been conducted in two domains: the travel domain for the semantic parsing task using the DARPA Communicator data and the Air Travel Information Services (ATIS) data and the bioinformatics domain for the information extraction task using the GENIA corpus. The results demonstrate modest improvements of the performance of the HVS model using discriminative training. In the travel domain, discriminative training of the HVS model gives a relative error reduction rate of 31 percent in F-measure when compared with MLE on the DARPA Communicator data and 9 percent on the ATIS data. In the bioinformatics domain, a relative error reduction rate of 4 percent in F-measure is achieved on the GENIA corpus.

Non-Markov state model of peptide dynamics

A hidden Markov state model has been applied to classical molecular dynamics simulated small peptide in explicit water. The methodology allows increasing the time resolution of the model and describe the dynamics with the precision of 0.3 ps (comparing to 6 ps for the standard methodology). It also permits the investigation of the mechanisms of transitions between the conformational states of the peptide. The detailed description of one of such transitions for the studied molecule is presented. © 2012 Elsevier B.V. All rights reserved.

GTM through time

The standard GTM (generative topographic mapping) algorithm assumes that the data on which it is trained consists of independent, identically distributed (iid) vectors. For time series, however, the iid assumption is a poor approximation. In this paper we show how the GTM algorithm can be extended to model time series by incorporating it as the emission density in a hidden Markov model. Since GTM has discrete hidden states we are able to find a tractable EM algorithm, based on the forward-backward algorithm, to train the model. We illustrate the performance of GTM through time using flight recorder data from a helicopter.

Combining spatially distributed predictions from neural networks

In this report we discuss the problem of combining spatially-distributed predictions from neural networks. An example of this problem is the prediction of a wind vector-field from remote-sensing data by combining bottom-up predictions (wind vector predictions on a pixel-by-pixel basis) with prior knowledge about wind-field configurations. This task can be achieved using the scaled-likelihood method, which has been used by Morgan and Bourlard (1995) and Smyth (1994), in the context of Hidden Markov modelling

Bandwidth management of WiMAX systems and performance modeling

WiMAX has been introduced as a competitive alternative for metropolitan broadband wireless access technologies. It is connection oriented and it can provide very high data rates, large service coverage, and flexible quality of services (QoS). Due to the large number of connections and flexible QoS supported by WiMAX, the uplink access in WiMAX networks is very challenging since the medium access control (MAC) protocol must efficiently manage the bandwidth and related channel allocations. In this paper, we propose and investigate a cost-effective WiMAX bandwidth management scheme, named the WiMAX partial sharing scheme (WPSS), in order to provide good QoS while achieving better bandwidth utilization and network throughput. The proposed bandwidth management scheme is compared with a simple but inefficient scheme, named the WiMAX complete sharing scheme (WCPS). A maximum entropy (ME) based analytical model (MEAM) is proposed for the performance evaluation of the two bandwidth management schemes. The reason for using MEAM for the performance evaluation is that MEAM can efficiently model a large-scale system in which the number of stations or connections is generally very high, while the traditional simulation and analytical (e.g., Markov models) approaches cannot perform well due to the high computation complexity. We model the bandwidth management scheme as a queuing network model (QNM) that consists of interacting multiclass queues for different service classes. Closed form expressions for the state and blocking probability distributions are derived for those schemes. Simulation results verify the MEAM numerical results and show that WPSS can significantly improve the network's performance compared to WCPS.

Photo-sketch synthesis and recognition based on subspace learning

This paper aims to reducing difference between sketches and photos by synthesizing sketches from photos, and vice versa, and then performing sketch-sketch/photo-photo recognition with subspace learning based methods. Pseudo-sketch/pseudo-photo patches are synthesized with embedded hidden Markov model. Because these patches are assembled by averaging their overlapping area in most of the local strategy based methods, which leads to blurring effect to the resulted pseudo-sketch/pseudo-photo, we integrate the patches with image quilting. Experiments are carried out to demonstrate that the proposed method is effective to produce pseudo-sketch/pseudo-photo with high quality and achieve promising recognition results. © 2009.

An intelligent broker agent for energy trading:an MDP approach

This paper details the development and evaluation of AstonTAC, an energy broker that successfully participated in the 2012 Power Trading Agent Competition (Power TAC). AstonTAC buys electrical energy from the wholesale market and sells it in the retail market. The main focus of the paper is on the broker’s bidding strategy in the wholesale market. In particular, it employs Markov Decision Processes (MDP) to purchase energy at low prices in a day-ahead power wholesale market, and keeps energy supply and demand balanced. Moreover, we explain how the agent uses Non-Homogeneous Hidden Markov Model (NHHMM) to forecast energy demand and price. An evaluation and analysis of the 2012 Power TAC finals show that AstonTAC is the only agent that can buy energy at low price in the wholesale market and keep energy imbalance low.

Simple approximate MAP inference for Dirichlet processes mixtures

The Dirichlet process mixture model (DPMM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as Gibbs sampling are required. As a result, DPMM-based methods, which have considerable potential, are restricted to applications in which computational resources and time for inference is plentiful. For example, they would not be practical for digital signal processing on embedded hardware, where computational resources are at a serious premium. Here, we develop a simplified yet statistically rigorous approximate maximum a-posteriori (MAP) inference algorithm for DPMMs. This algorithm is as simple as DP-means clustering, solves the MAP problem as well as Gibbs sampling, while requiring only a fraction of the computational effort. (For freely available code that implements the MAP-DP algorithm for Gaussian mixtures see http://www.maxlittle.net/.) Unlike related small variance asymptotics (SVA), our method is non-degenerate and so inherits the “rich get richer” property of the Dirichlet process. It also retains a non-degenerate closed-form likelihood which enables out-of-sample calculations and the use of standard tools such as cross-validation. We illustrate the benefits of our algorithm on a range of examples and contrast it to variational, SVA and sampling approaches from both a computational complexity perspective as well as in terms of clustering performance. We demonstrate the wide applicabiity of our approach by presenting an approximate MAP inference method for the infinite hidden Markov model whose performance contrasts favorably with a recently proposed hybrid SVA approach. Similarly, we show how our algorithm can applied to a semiparametric mixed-effects regression model where the random effects distribution is modelled using an infinite mixture model, as used in longitudinal progression modelling in population health science. Finally, we propose directions for future research on approximate MAP inference in Bayesian nonparametrics.

EM optimization of latent-variable density models

There is currently considerable interest in developing general non-linear density models based on latent, or hidden, variables. Such models have the ability to discover the presence of a relatively small number of underlying `causes' which, acting in combination, give rise to the apparent complexity of the observed data set. Unfortunately, to train such models generally requires large computational effort. In this paper we introduce a novel latent variable algorithm which retains the general non-linear capabilities of previous models but which uses a training procedure based on the EM algorithm. We demonstrate the performance of the model on a toy problem and on data from flow diagnostics for a multi-phase oil pipeline.

An accurate Markov model for slotted CSMA/CA algorithm in IEEE 802.15.4 networks

In this letter we propose an Markov model for slotted CSMA/CA algorithm working in a non-acknowledgement mode, specified in IEEE 802.15.4 standard. Both saturation throughput and energy consumption are modeled as functions of backoff window size, number of contending devices and frame length. Simulations show that the proposed model can achieve a very high accuracy (less than 1% mismatch) if compared to all existing models (bigger than 10% mismatch).

Automatic labelling of topic models learned from Twitter by summarisation

Latent topics derived by topic models such as Latent Dirichlet Allocation (LDA) are the result of hidden thematic structures which provide further insights into the data. The automatic labelling of such topics derived from social media poses however new challenges since topics may characterise novel events happening in the real world. Existing automatic topic labelling approaches which depend on external knowledge sources become less applicable here since relevant articles/concepts of the extracted topics may not exist in external sources. In this paper we propose to address the problem of automatic labelling of latent topics learned from Twitter as a summarisation problem. We introduce a framework which apply summarisation algorithms to generate topic labels. These algorithms are independent of external sources and only rely on the identification of dominant terms in documents related to the latent topic. We compare the efficiency of existing state of the art summarisation algorithms. Our results suggest that summarisation algorithms generate better topic labels which capture event-related context compared to the top-n terms returned by LDA. © 2014 Association for Computational Linguistics.

Performance modelling and analysis of multiple coexisting IEEE 802.15.4 wireless sensor networks

With the features of low-power and flexible networking capabilities IEEE 802.15.4 has been widely regarded as one strong candidate of communication technologies for wireless sensor networks (WSNs). It is expected that with an increasing number of deployments of 802.15.4 based WSNs, multiple WSNs could coexist with full or partial overlap in residential or enterprise areas. As WSNs are usually deployed without coordination, the communication could meet significant degradation with the 802.15.4 channel access scheme, which has a large impact on system performance. In this thesis we are motivated to investigate the effectiveness of 802.15.4 networks supporting WSN applications with various environments, especially when hidden terminals are presented due to the uncoordinated coexistence problem. Both analytical models and system level simulators are developed to analyse the performance of the random access scheme specified by IEEE 802.15.4 medium access control (MAC) standard for several network scenarios. The first part of the thesis investigates the effectiveness of single 802.15.4 network supporting WSN applications. A Markov chain based analytic model is applied to model the MAC behaviour of IEEE 802.15.4 standard and a discrete event simulator is also developed to analyse the performance and verify the proposed analytical model. It is observed that 802.15.4 networks could sufficiently support most WSN applications with its various functionalities. After the investigation of single network, the uncoordinated coexistence problem of multiple 802.15.4 networks deployed with communication range fully or partially overlapped are investigated in the next part of the thesis. Both nonsleep and sleep modes are investigated with different channel conditions by analytic and simulation methods to obtain the comprehensive performance evaluation. It is found that the uncoordinated coexistence problem can significantly degrade the performance of 802.15.4 networks, which is unlikely to satisfy the QoS requirements for many WSN applications. The proposed analytic model is validated by simulations which could be used to obtain the optimal parameter setting before WSNs deployments to eliminate the interference risks.