Splines and vector splines

The thrust of this report concerns spline theory and some of the background to spline theory and follows the development in (Wahba, 1991). We also review methods for determining hyper-parameters, such as the smoothing parameter, by Generalised Cross Validation. Splines have an advantage over Gaussian Process based procedures in that we can readily impose atmospherically sensible smoothness constraints and maintain computational efficiency. Vector splines enable us to penalise gradients of vorticity and divergence in wind fields. Two similar techniques are summarised and improvements based on robust error functions and restricted numbers of basis functions given. A final, brief discussion of the application of vector splines to the problem of scatterometer data assimilation highlights the problems of ambiguous solutions.

Curvature-driven smoothing: a learning algorithm for feed-forward networks

The performance of feed-forward neural networks in real applications can be often be improved significantly if use is made of a-priori information. For interpolation problems this prior knowledge frequently includes smoothness requirements on the network mapping, and can be imposed by the addition to the error function of suitable regularization terms. The new error function, however, now depends on the derivatives of the network mapping, and so the standard back-propagation algorithm cannot be applied. In this paper, we derive a computationally efficient learning algorithm, for a feed-forward network of arbitrary topology, which can be used to minimize the new error function. Networks having a single hidden layer, for which the learning algorithm simplifies, are treated as a special case.

Bayesian invariant measurements of generalisation for discrete distributions

Neural network learning rules can be viewed as statistical estimators. They should be studied in Bayesian framework even if they are not Bayesian estimators. Generalisation should be measured by the divergence between the true distribution and the estimated distribution. Information divergences are invariant measurements of the divergence between two distributions. The posterior average information divergence is used to measure the generalisation ability of a network. The optimal estimators for multinomial distributions with Dirichlet priors are studied in detail. This confirms that the definition is compatible with intuition. The results also show that many commonly used methods can be put under this unified framework, by assume special priors and special divergences.

Using system dynamics in a discrete-event simulation study of a manufacturing plant

Purpose - To provide an example of the use of system dynamics within the context of a discrete-event simulation study. Design/methodology/approach - A discrete-event simulation study of a production-planning facility in a gas cylinder-manufacturing plant is presented. The case study evidence incorporates questionnaire responses from sales managers involved in the order-scheduling process. Findings - As the project progressed it became clear that, although the discrete-event simulation would meet the objectives of the study in a technical sense, the organizational problem of "delivery performance" would not be solved by the discrete-event simulation study alone. The case shows how the qualitative outcomes of the discrete-event simulation study led to an analysis using the system dynamics technique. The system dynamics technique was able to model the decision-makers in the sales and production process and provide a deeper understanding of the performance of the system. Research limitations/implications - The case study describes a traditional discrete-event simulation study which incorporated an unplanned investigation using system dynamics. Further, case studies using a planned approach to showing consideration of organizational issues in discrete-event simulation studies are required. Then the role of both qualitative data in a discrete-event simulation study and the use of supplementary tools which incorporate organizational aspects may help generate a methodology for discrete-event simulation that incorporates human aspects and so improve its relevance for decision making. Practical implications - It is argued that system dynamics can provide a useful addition to the toolkit of the discrete-event simulation practitioner in helping them incorporate a human aspect in their analysis. Originality/value - Helps decision makers gain a broader perspective on the tools available to them by showing the use of system dynamics to supplement the use of discrete-event simulation. © Emerald Group Publishing Limited.

Transition from time-continuous systems to discrete mappings

Detailed transport studies in plasmas require the solution of the time evolution of many different initial positions of test particles in the phase space of the systems to be investigated. To reduce this amount of numerical work, one would like to replace the integration of the time-continues system with a mapping.

Bayesian online algorithms for learning in discrete Hidden Markov Models

We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.

A methodology for analysis and control of discrete event dynamic systems

The rapid developments in computer technology have resulted in a widespread use of discrete event dynamic systems (DEDSs). This type of system is complex because it exhibits properties such as concurrency, conflict and non-determinism. It is therefore important to model and analyse such systems before implementation to ensure safe, deadlock free and optimal operation. This thesis investigates current modelling techniques and describes Petri net theory in more detail. It reviews top down, bottom up and hybrid Petri net synthesis techniques that are used to model large systems and introduces on object oriented methodology to enable modelling of larger and more complex systems. Designs obtained by this methodology are modular, easy to understand and allow re-use of designs. Control is the next logical step in the design process. This thesis reviews recent developments in control DEDSs and investigates the use of Petri nets in the design of supervisory controllers. The scheduling of exclusive use of resources is investigated and an efficient Petri net based scheduling algorithm is designed and a re-configurable controller is proposed. To enable the analysis and control of large and complex DEDSs, an object oriented C++ software tool kit was developed and used to implement a Petri net analysis tool, Petri net scheduling and control algorithms. Finally, the methodology was applied to two industrial DEDSs: a prototype can sorting machine developed by Eurotherm Controls Ltd., and a semiconductor testing plant belonging to SGS Thomson Microelectronics Ltd.

Variational Markov Chain Monte Carlo for Bayesian smoothing of non-linear niffusions

In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. Flexible blocking strategies are introduced to further improve mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample, applications the algorithm is accurate except in the presence of large observation errors and low observation densities, which lead to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient.

Quantifying simulator discrepancy in discrete-time dynamical simulators

When making predictions with complex simulators it can be important to quantify the various sources of uncertainty. Errors in the structural specification of the simulator, for example due to missing processes or incorrect mathematical specification, can be a major source of uncertainty, but are often ignored. We introduce a methodology for inferring the discrepancy between the simulator and the system in discrete-time dynamical simulators. We assume a structural form for the discrepancy function, and show how to infer the maximum-likelihood parameter estimates using a particle filter embedded within a Monte Carlo expectation maximization (MCEM) algorithm. We illustrate the method on a conceptual rainfall-runoff simulator (logSPM) used to model the Abercrombie catchment in Australia. We assess the simulator and discrepancy model on the basis of their predictive performance using proper scoring rules. This article has supplementary material online. © 2011 International Biometric Society.

The spatial pattern of discrete beta-amyloid deposits in Alzheimer's disease reflects synaptic disconnection

The spatial pattern of discrete beta-amyloid (A beta) deposits was studied in the superficial laminae of cortical fields of different types and in the hippocampus in 6 cases of Alzheimer's disease (AD). In 41/42 tissues examined, discrete A beta deposits were aggregated into clusters and in 34/41 tissues (25/34 of the cortical tissues), there was evidence for a regular periodicity of the A beta deposit clusters parallel to the tissue boundary. The dimensions of the clusters varied from 400 to > 12,800 microns in different tissues. Although the A beta deposit clusters were larger than predicted, the regular periodicity suggests that they develop in relation to groups of cells associated with specific projections. This would be consistent with the hypothesis that the distribution of discrete A beta deposits in AD could reflect progressive synaptic disconnection along interconnected neuronal pathways. This implies that amyloid deposition could be a response to, rather than a cause of, synaptic disconnection in AD.

Neural population coding is optimized by discrete tuning curves

The sigmoidal tuning curve that maximizes the mutual information for a Poisson neuron, or population of Poisson neurons, is obtained. The optimal tuning curve is found to have a discrete structure that results in a quantization of the input signal. The number of quantization levels undergoes a hierarchy of phase transitions as the length of the coding window is varied. We postulate, using the mammalian auditory system as an example, that the presence of a subpopulation structure within a neural population is consistent with an optimal neural code.

The interaction of fast neutrons with shielding and fusion blanket materials

In the present work the neutron emission spectra from a graphite cube, and from natural uranium, lithium fluoride, graphite, lead and steel slabs bombarded with 14.1 MeV neutrons were measured to test nuclear data and calculational methods for D - T fusion reactor neutronics. The neutron spectra measured were performed by an organic scintillator using a pulse shape discrimination technique based on a charge comparison method to reject the gamma rays counts. A computer programme was used to analyse the experimental data by the differentiation unfolding method. The 14.1 MeV neutron source was obtained from T(d,n)4He reaction by the bombardment of T - Ti target with a deuteron beam of energy 130 KeV. The total neutron yield was monitored by the associated particle method using a silicon surface barrier detector. The numerical calculations were performed using the one-dimensional discrete-ordinate neutron transport code ANISN with the ZZ-FEWG 1/ 31-1F cross section library. A computer programme based on Gaussian smoothing function was used to smooth the calculated data and to match the experimental data. There was general agreement between measured and calculated spectra for the range of materials studied. The ANISN calculations carried out with P3 - S8 calculations together with representation of the slab assemblies by a hollow sphere with no reflection at the internal boundary were adequate to model the experimental data and hence it appears that the cross section set is satisfactory and for the materials tested needs no modification in the range 14.1 MeV to 2 MeV. Also it would be possible to carry out a study on fusion reactor blankets, using cylindrical geometry and including a series of concentric cylindrical shells to represent the torus wall, possible neutron converter and breeder regions, and reflector and shielding regions.