Derivations of variational gaussian process approximation framework

Recently, within the VISDEM project (EPSRC funded EP/C005848/1), a novel variational approximation framework has been developed for inference in partially observed, continuous space-time, diffusion processes. In this technical report all the derivations of the variational framework, from the initial work, are provided in detail to help the reader better understand the framework and its assumptions.

A new variational radial basis function approximation for inference in multivariate diffusions

In this paper we present a radial basis function based extension to a recently proposed variational algorithm for approximate inference for diffusion processes. Inference, for state and in particular (hyper-) parameters, in diffusion processes is a challenging and crucial task. We show that the new radial basis function approximation based algorithm converges to the original algorithm and has beneficial characteristics when estimating (hyper-)parameters. We validate our new approach on a nonlinear double well potential dynamical system.

Approximation of photonic crystal fibres with large air holes by the step index fibre model

An equivalent step index fibre with a silica core and air cladding is used to model photonic crystal fibres with large air holes. We model this fibre for linear polarisation (we focus on the lowest few transverse modes of the electromagnetic field). The equivalent step index radius is obtained by equating the lowest two eigenvalues of the model to those calculated numerically for the photonic crystal fibres. The step index parameters thus obtained can then be used to calculate nonlinear parameters like the nonlinear effective area of a photonic crystal fibre or to model nonlinear few-mode interactions using an existing model.

From cardinal spline wavelet bases to highly coherent dictionaries

Wavelet families arise by scaling and translations of a prototype function, called the mother wavelet. The construction of wavelet bases for cardinal spline spaces is generally carried out within the multi-resolution analysis scheme. Thus, the usual way of increasing the dimension of the multi-resolution subspaces is by augmenting the scaling factor. We show here that, when working on a compact interval, the identical effect can be achieved without changing the wavelet scale but reducing the translation parameter. By such a procedure we generate a redundant frame, called a dictionary, spanning the same spaces as a wavelet basis but with wavelets of broader support. We characterize the correlation of the dictionary elements by measuring their 'coherence' and produce examples illustrating the relevance of highly coherent dictionaries to problems of sparse signal representation.

Sparse signal representation by adaptive non-uniform B-spline dictionaries on a compact interval

Non-uniform B-spline dictionaries on a compact interval are discussed in the context of sparse signal representation. For each given partition, dictionaries of B-spline functions for the corresponding spline space are built up by dividing the partition into subpartitions and joining together the bases for the concomitant subspaces. The resulting slightly redundant dictionaries are composed of B-spline functions of broader support than those corresponding to the B-spline basis for the identical space. Such dictionaries are meant to assist in the construction of adaptive sparse signal representation through a combination of stepwise optimal greedy techniques.

Numerical approximation of the one-dimensional inverse Cauchy–Stefan problem using a method of fundamental solutions

We investigate an application of the method of fundamental solutions (MFS) to the one-dimensional parabolic inverse Cauchy–Stefan problem, where boundary data and the initial condition are to be determined from the Cauchy data prescribed on a given moving interface. In [B.T. Johansson, D. Lesnic, and T. Reeve, A method of fundamental solutions for the one-dimensional inverse Stefan Problem, Appl. Math Model. 35 (2011), pp. 4367–4378], the inverse Stefan problem was considered, where only the boundary data is to be reconstructed on the fixed boundary. We extend the MFS proposed in Johansson et al. (2011) and show that the initial condition can also be simultaneously recovered, i.e. the MFS is appropriate for the inverse Cauchy-Stefan problem. Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate results can be efficiently obtained with small computational cost.

Generalized mean field approximation for parallel dynamics of the Ising model

The dynamics of the non-equilibrium Ising model with parallel updates is investigated using a generalized mean field approximation that incorporates multiple two-site correlations at any two time steps, which can be obtained recursively. The proposed method shows significant improvement in predicting local system properties compared to other mean field approximation techniques, particularly in systems with symmetric interactions. Results are also evaluated against those obtained from Monte Carlo simulations. The method is also employed to obtain parameter values for the kinetic inverse Ising modeling problem, where couplings and local field values of a fully connected spin system are inferred from data. © 2014 IOP Publishing Ltd and SISSA Medialab srl.

A survey of methods of numerical approximation to functions

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Hierarchized block wise image approximation by greedy pursuit strategies

An approach for effective implementation of greedy selection methodologies, to approximate an image partitioned into blocks, is proposed. The method is specially designed for approximating partitions on a transformed image. It evolves by selecting, at each iteration step, i) the elements for approximating each of the blocks partitioning the image and ii) the hierarchized sequence in which the blocks are approximated to reach the required global condition on sparsity. © 2013 IEEE.

Hierarchized block wise image approximation by greedy pursuit strategies

An approach for effective implementation of greedy selection methodologies, to approximate an image partitioned into blocks, is proposed. The method is specially designed for approximating partitions on a transformed image. It evolves by selecting, at each iteration step, i) the elements for approximating each of the blocks partitioning the image and ii) the hierarchized sequence in which the blocks are approximated to reach the required global condition on sparsity. © 2013 IEEE.

Spline interpolation to evaluate foveation parameters in congenital nystagmus recordings

Infantile Nystagmus Syndrome, or Congenital Nystagmus, is an ocular-motor disorder characterized by involuntary, conjugated and bilateral to and fro ocular oscillations. Good visual acuity in congenital nystagmus can be achieved during the foveation periods in which eye velocity slows down while the target image crosses the fovea. Visual acuity was found to be mainly dependent on the duration of the foveation periods. In this work a new approach is proposed for estimation of foveation parameters: a cubic spline interpolation of the nystagmus recording before localizing the start point of foveation window and to estimate its duration. The performances of the proposed algorithm were assessed in comparison with a previously developed algorithm, used here as gold standard. The obtained results suggest that the spline interpolation could be a useful tool to filter the eye movement recordings before applying an algorithm to estimate the foveation window parameters. © 2013 IEEE.

Foveation time measure in Congenital Nystagmus through second order approximation of the slow phases

Congenital Nystagmus (CN) is an ocular-motor disorder characterised by involuntary, conjugated ocular oscillations, and its pathogenesis is still unknown. The pathology is de fined as "congenital" from the onset time of its arise which could be at birth or in the first months of life. Visual acuity in CN subjects is often diminished due to nystagmus continuous oscillations, mainly on the horizontal plane, which disturb image fixation on the retina. However, during short periods in which eye velocity slows down while the target image is placed onto the fovea (called foveation intervals) the image of a given target can still be stable, allowing a subject to reach a higher visual acuity. In CN subjects, visual acuity is usually assessed both using typical measurement techniques (e.g. Landolt C test) and with eye movement recording in different gaze positions. The offline study of eye movement recordings allows physicians to analyse nystagmus main features such as waveform shape, amplitude and frequency and to compute estimated visual acuity predictors. This analytical functions estimates the best corrected visual acuity using foveation time and foveation position variability, hence a reliable estimation of this two parameters is a fundamental factor in assessing visual acuity. This work aims to enhance the foveation time estimation in CN eye movement recording, computing a second order approximation of the slow phase components of nystag-mus oscillations. About 19 infraredoculographic eye-movement recordings from 10 CN subjects were acquired and the visual acuity assessed with an acuity predictor was compared to the one measured in primary position. Results suggest that visual acuity measurements based on foveation time estimation obtained from interpolated data are closer to value obtained during Landolt C tests. © 2010 IEEE.

Organized crime legislation in the European Union. Harmonization and approximation of criminal law, national legislations and the EU framework decision on the fight against organised crime, by Francesco Calderoni

Book review: Heidelberg, Dordrecht, London, and New York, Springer, 2010, 189 pp., £93.55 (hardcover), ISBN 978-3-642-04330-7, e-ISBN 978-3-642-04331-4