Regression with input-dependent noise: A Gaussian process treatment

Gaussian processes provide natural non-parametric prior distributions over regression functions. In this paper we consider regression problems where there is noise on the output, and the variance of the noise depends on the inputs. If we assume that the noise is a smooth function of the inputs, then it is natural to model the noise variance using a second Gaussian process, in addition to the Gaussian process governing the noise-free output value. We show that prior uncertainty about the parameters controlling both processes can be handled and that the posterior distribution of the noise rate can be sampled from using Markov chain Monte Carlo methods. Our results on a synthetic data set give a posterior noise variance that well-approximates the true variance.

Foreign direct investment, transactions linkages, and the performance of the domestic sector

Using data from the UK Census of Production, including foreign ownership data, and information from UK industry input-output tables, this paper examines whether the intensity of transactions linkages between foreign and domestic firms affects productivity growth in domestic manufacturing industries. The implications of the findings for policies promoting linkages between multinational and domestic firms in the UK economy are outlined.

DEA models for ratio data:convexity consideration

Data envelopment analysis (DEA) is defined based on observed units and by finding the distance of each unit to the border of estimated production possibility set (PPS). The convexity is one of the underlying assumptions of the PPS. This paper shows some difficulties of using standard DEA models in the presence of input-ratios and/or output-ratios. The paper defines a new convexity assumption when data includes a ratio variable. Then it proposes a series of modified DEA models which are capable to rectify this problem.

A mathematical model for dynamic efficiency using data envelopment analysis

In this paper we propose a data envelopment analysis (DEA) based method for assessing the comparative efficiencies of units operating production processes where input-output levels are inter-temporally dependent. One cause of inter-temporal dependence between input and output levels is capital stock which influences output levels over many production periods. Such units cannot be assessed by traditional or 'static' DEA which assumes input-output correspondences are contemporaneous in the sense that the output levels observed in a time period are the product solely of the input levels observed during that same period. The method developed in the paper overcomes the problem of inter-temporal input-output dependence by using input-output 'paths' mapped out by operating units over time as the basis of assessing them. As an application we compare the results of the dynamic and static model for a set of UK universities. The paper is suggested that dynamic model capture the efficiency better than static model. © 2003 Elsevier Inc. All rights reserved.

Zero weights and non-zero slacks:different solution to the same problem

This paper re-assesses three independently developed approaches that are aimed at solving the problem of zero-weights or non-zero slacks in Data Envelopment Analysis (DEA). The methods are weights restricted, non-radial and extended facet DEA models. Weights restricted DEA models are dual to envelopment DEA models with restrictions on the dual variables (DEA weights) aimed at avoiding zero values for those weights; non-radial DEA models are envelopment models which avoid non-zero slacks in the input-output constraints. Finally, extended facet DEA models recognize that only projections on facets of full dimension correspond to well defined rates of substitution/transformation between all inputs/outputs which in turn correspond to non-zero weights in the multiplier version of the DEA model. We demonstrate how these methods are equivalent, not only in their aim but also in the solutions they yield. In addition, we show that the aforementioned methods modify the production frontier by extending existing facets or creating unobserved facets. Further we propose a new approach that uses weight restrictions to extend existing facets. This approach has some advantages in computational terms, because extended facet models normally make use of mixed integer programming models, which are computationally demanding.

Mathematical modelling and control of agitated extraction columns

Liquid-liquid extraction has long been known as a unit operation that plays an important role in industry. This process is well known for its complexity and sensitivity to operation conditions. This thesis presents an attempt to explore the dynamics and control of this process using a systematic approach and state of the art control system design techniques. The process was studied first experimentally under carefully selected. operation conditions, which resembles the ranges employed practically under stable and efficient conditions. Data were collected at steady state conditions using adequate sampling techniques for the dispersed and continuous phases as well as during the transients of the column with the aid of a computer-based online data logging system and online concentration analysis. A stagewise single stage backflow model was improved to mimic the dynamic operation of the column. The developed model accounts for the variation in hydrodynamics, mass transfer, and physical properties throughout the length of the column. End effects were treated by addition of stages at the column entrances. Two parameters were incorporated in the model namely; mass transfer weight factor to correct for the assumption of no mass transfer in the. settling zones at each stage and the backmixing coefficients to handle the axial dispersion phenomena encountered in the course of column operation. The parameters were estimated by minimizing the differences between the experimental and the model predicted concentration profiles at steady state conditions using non-linear optimisation technique. The estimated values were then correlated as functions of operating parameters and were incorporated in·the model equations. The model equations comprise a stiff differential~algebraic system. This system was solved using the GEAR ODE solver. The calculated concentration profiles were compared to those experimentally measured. A very good agreement of the two profiles was achieved within a percent relative error of ±2.S%. The developed rigorous dynamic model of the extraction column was used to derive linear time-invariant reduced-order models that relate the input variables (agitator speed, solvent feed flowrate and concentration, feed concentration and flowrate) to the output variables (raffinate concentration and extract concentration) using the asymptotic method of system identification. The reduced-order models were shown to be accurate in capturing the dynamic behaviour of the process with a maximum modelling prediction error of I %. The simplicity and accuracy of the derived reduced-order models allow for control system design and analysis of such complicated processes. The extraction column is a typical multivariable process with agitator speed and solvent feed flowrate considered as manipulative variables; raffinate concentration and extract concentration as controlled variables and the feeds concentration and feed flowrate as disturbance variables. The control system design of the extraction process was tackled as multi-loop decentralised SISO (Single Input Single Output) as well as centralised MIMO (Multi-Input Multi-Output) system using both conventional and model-based control techniques such as IMC (Internal Model Control) and MPC (Model Predictive Control). Control performance of each control scheme was. studied in terms of stability, speed of response, sensitivity to modelling errors (robustness), setpoint tracking capabilities and load rejection. For decentralised control, multiple loops were assigned to pair.each manipulated variable with each controlled variable according to the interaction analysis and other pairing criteria such as relative gain array (RGA), singular value analysis (SVD). Loops namely Rotor speed-Raffinate concentration and Solvent flowrate Extract concentration showed weak interaction. Multivariable MPC has shown more effective performance compared to other conventional techniques since it accounts for loops interaction, time delays, and input-output variables constraints.

Cognitive structures, strategies and instruction

This thesis is organised into three parts. In Part 1 relevant literature is reviewed and three critical components in the development of a cognitive approach to instruction are identified. These three components are considered to be the structure of the subject-matter, the learner's cognitive structures, and the learner's cognitive strategies which act as control and transfer devices between the instructional materials and the learner's cognitive structures. Six experiments are described in Part 2 which is divided into two methodologically distinct units. The three experiments of Unit 1 examined how learning from materials constructed from concept name by concept attribute matrices is influenced by learner or experimenter controlled sequence and organisation. The results suggested that the relationships between input organisation, output organisation and recall are complex and highlighted the importance of investigating organisational strategies at both acquisition and recall. The role of subjects previously acquired knowledge and skills in relation to the instructional material was considered to be an important factor. The three experiments of Unit 2 utilised a "diagramming relationships methodology" which was devised as one means of investigating the processes by which new information is assimilated into an individual's cognitive structure. The methodology was found to be useful in identifying cognitive strategies related to successful task performance. The results suggested that errors could be minimised and comprehension improved on the diagramming relationships task by instructing subjects in ways which induced successful processing operations. Part 3 of this thesis highlights salient issues raised by the experimental work within the framework outlined in Part 1 and discusses potential implications for future theoretical developments and research.

OTDM network processing using all-optical and electro-optical devices

The current optical communications network consists of point-to-point optical transmission paths interconnected with relatively low-speed electronic switching and routing devices. As the demand for capacity increases, then higher speed electronic devices will become necessary. It is however hard to realise electronic chip-sets above 10 Gbit/s, and therefore to increase the achievable performance of the network, electro-optic and all-optic switching and routing architectures are being investigated. This thesis aims to provide a detailed experimental analysis of high-speed optical processing within an optical time division multiplexed (OTDM) network node. This includes the functions of demultiplexing, 'drop and insert' multiplexing, data regeneration, and clock recovery. It examines the possibilities of combining these tasks using a single device. Two optical switching technologies are explored. The first is an all-optical device known as 'semiconductor optical amplifier-based nonlinear optical loop mirror' (SOA-NOLM). Switching is achieved by using an intense 'control' pulse to induce a phase shift in a low-intensity signal propagating through an interferometer. Simultaneous demultiplexing, data regeneration and clock recovery are demonstrated for the first time using a single SOA-NOLM. The second device is an electroabsorption (EA) modulator, which until this thesis had been used in a uni-directional configuration to achieve picosecond pulse generation, data encoding, demultiplexing, and 'drop and insert' multiplexing. This thesis presents results on the use of an EA modulator in a novel bi-directional configuration. Two independent channels are demultiplexed from a high-speed OTDM data stream using a single device. Simultaneous demultiplexing with stable, ultra-low jitter clock recovery is demonstrated, and then used in a self-contained 40 Gbit/s 'drop and insert' node. Finally, a 10 GHz source is analysed that exploits the EA modulator bi-directionality to increase the pulse extinction ratio to a level where it could be used in an 80 Gbit/s OTDM network.

A comparison of microphone and speech recognition engine efficacy for mobile data entry

The research presented in this paper is part of an ongoing investigation into how best to incorporate speech-based input within mobile data collection applications. In our previous work [1], we evaluated the ability of a single speech recognition engine to support accurate, mobile, speech-based data input. Here, we build on our previous research to compare the achievable speaker-independent accuracy rates of a variety of speech recognition engines; we also consider the relative effectiveness of different speech recognition engine and microphone pairings in terms of their ability to support accurate text entry under realistic mobile conditions of use. Our intent is to provide some initial empirical data derived from mobile, user-based evaluations to support technological decisions faced by developers of mobile applications that would benefit from, or require, speech-based data entry facilities.

The efficiency and productivity of Malaysian banks:an output distance function approach

This study employs stochastic frontier analysis to analyze Malaysian commercial banks during 1996-2002, and particularly focuses on determining the impact of Islamic banking on performance. We derive both net and gross efficiency estimates, thereby demonstrating that differences in operating characteristics explain much of the difference in outputs between Malaysian banks. We also decompose productivity change into efficiency, technical, and scale change using a generalised Malmquist productivity index. On average, Malaysian banks experience mild decreasing return to scale and annual productivity change of 2.37 percent, with the latter driven primarily by technical change, which has declined over time. Our gross efficiency estimates suggest that Islamic banking is associated with higher input requirements. In addition, our productivity estimates indicate that the potential for full-fledged Islamic banks and conventional banks with Islamic banking operations to overcome the output disadvantages associated with Islamic banking are relatively limited. Merged banks are found to have higher input usage and lower productivity change, suggesting that bank mergers have not contributed positively to bank performance. Finally, our results suggest that while the East Asian financial crisis had an interim output-increasing effect in 1998, the crisis prompted a continuing negative impact on the output performance by increasing the volume of non-performing loans.

Fuzzy data envelopment analysis:a discrete approach

Data envelopment analysis (DEA) as introduced by Charnes, Cooper, and Rhodes (1978) is a linear programming technique that has widely been used to evaluate the relative efficiency of a set of homogenous decision making units (DMUs). In many real applications, the input-output variables cannot be precisely measured. This is particularly important in assessing efficiency of DMUs using DEA, since the efficiency score of inefficient DMUs are very sensitive to possible data errors. Hence, several approaches have been proposed to deal with imprecise data. Perhaps the most popular fuzzy DEA model is based on a-cut. One drawback of the a-cut approach is that it cannot include all information about uncertainty. This paper aims to introduce an alternative linear programming model that can include some uncertainty information from the intervals within the a-cut approach. We introduce the concept of "local a-level" to develop a multi-objective linear programming to measure the efficiency of DMUs under uncertainty. An example is given to illustrate the use of this method.

A comparison of microphone and speech recognition engine efficacy for mobile data entry

The research presented in this paper is part of an ongoing investigation into how best to incorporate speech-based input within mobile data collection applications. In our previous work [1], we evaluated the ability of a single speech recognition engine to support accurate, mobile, speech-based data input. Here, we build on our previous research to compare the achievable speaker-independent accuracy rates of a variety of speech recognition engines; we also consider the relative effectiveness of different speech recognition engine and microphone pairings in terms of their ability to support accurate text entry under realistic mobile conditions of use. Our intent is to provide some initial empirical data derived from mobile, user-based evaluations to support technological decisions faced by developers of mobile applications that would benefit from, or require, speech-based data entry facilities.

Optimal design for correlated processes with input-dependent noise

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models. © 2013 Elsevier Inc. All rights reserved.

Classifying flexible measures in data envelopment analysis:a slack-based measure

Data envelopment analysis (DEA) has gained a wide range of applications in measuring comparative efficiency of decision making units (DMUs) with multiple incommensurate inputs and outputs. The standard DEA method requires that the status of all input and output variables be known exactly. However, in many real applications, the status of some measures is not clearly known as inputs or outputs. These measures are referred to as flexible measures. This paper proposes a flexible slacks-based measure (FSBM) of efficiency in which each flexible measure can play input role for some DMUs and output role for others to maximize the relative efficiency of the DMU under evaluation. Further, we will show that when an operational unit is efficient in a specific flexible measure, this measure can play both input and output roles for this unit. In this case, the optimal input/output designation for flexible measure is one that optimizes the efficiency of the artificial average unit. An application in assessing UK higher education institutions used to show the applicability of the proposed approach. © 2013 Elsevier Ltd. All rights reserved.

Multimodal field data entry:performance and usability issues

Mobile technologies have yet to be widely adopted by the Architectural, Engineering, and Construction (AEC) industry despite being one of the major growth areas in computing in recent years. This lack of uptake in the AEC industry is likely due, in large part, to the combination of small screen size and inappropriate interaction demands of current mobile technologies. This paper discusses the scope for multimodal interaction design with a specific focus on speech-based interaction to enhance the suitability of mobile technology use within the AEC industry by broadening the field data input capabilities of such technologies. To investigate the appropriateness of using multimodal technology for field data collection in the AEC industry, we have developed a prototype Multimodal Field Data Entry (MFDE) application. This application, which allows concrete testing technicians to record quality control data in the field, has been designed to support two different modalities of data input speech-based data entry and stylus-based data entry. To compare the effectiveness or usability of, and user preference for, the different input options, we have designed a comprehensive lab-based evaluation of the application. To appropriately reflect the anticipated context of use within the study design, careful consideration had to be given to the key elements of a construction site that would potentially influence a test technician's ability to use the input techniques. These considerations and the resultant evaluation design are discussed in detail in this paper.