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.

Bayesian regression filter and the issue of priors

We propose a Bayesian framework for regression problems, which covers areas which are usually dealt with by function approximation. An online learning algorithm is derived which solves regression problems with a Kalman filter. Its solution always improves with increasing model complexity, without the risk of over-fitting. In the infinite dimension limit it approaches the true Bayesian posterior. The issues of prior selection and over-fitting are also discussed, showing that some of the commonly held beliefs are misleading. The practical implementation is summarised. Simulations using 13 popular publicly available data sets are used to demonstrate the method and highlight important issues concerning the choice of priors.

Resistance heating of steel conductors of circular cross-section

The object of this thesis is to develop a method for calculating the losses developed in steel conductors of circular cross-section and at temperatures below 100oC, by the direct passage of a sinusoidally alternating current. Three cases are considered. 1. Isolated solid or tubular conductor. 2. Concentric arrangement of tube and solid return conductor. 3. Concentric arrangement of two tubes. These cases find applications in process temperature maintenance of pipelines, resistance heating of bars and design of bus-bars. The problems associated with the non-linearity of steel are examined. Resistance heating of bars and methods of surface heating of pipelines are briefly described. Magnetic-linear solutions based on Maxwell's equations are critically examined and conditions under which various formulae apply investigated. The conditions under which a tube is electrically equivalent to a solid conductor and to a semi-infinite plate are derived. Existing solutions for the calculation of losses in isolated steel conductors of circular cross-section are reviewed, evaluated and compared. Two methods of solution are developed for the three cases considered. The first is based on the magnetic-linear solutions and offers an alternative to the available methods which are not universal. The second solution extends the existing B/H step-function approximation method to small diameter conductors and to tubes in isolation or in a concentric arrangement. A comprehensive experimental investigation is presented for cases 1 and 2 above which confirms the validity of the proposed methods of solution. These are further supported by experimental results reported in the literature. Good agreement is obtained between measured and calculated loss values for surface field strengths beyond the linear part of the d.c. magnetisation characteristic. It is also shown that there is a difference in the electrical behaviour of a small diameter conductor or thin tube under resistance or induction heating conditions.

Statistical deconvolution of enthalpic energetic contributions to MHC-peptide binding affinity

Background - MHC Class I molecules present antigenic peptides to cytotoxic T cells, which forms an integral part of the adaptive immune response. Peptides are bound within a groove formed by the MHC heavy chain. Previous approaches to MHC Class I-peptide binding prediction have largely concentrated on the peptide anchor residues located at the P2 and C-terminus positions. Results - A large dataset comprising MHC-peptide structural complexes was created by re-modelling pre-determined x-ray crystallographic structures. Static energetic analysis, following energy minimisation, was performed on the dataset in order to characterise interactions between bound peptides and the MHC Class I molecule, partitioning the interactions within the groove into van der Waals, electrostatic and total non-bonded energy contributions. Conclusion - The QSAR techniques of Genetic Function Approximation (GFA) and Genetic Partial Least Squares (G/PLS) algorithms were used to identify key interactions between the two molecules by comparing the calculated energy values with experimentally-determined BL50 data. Although the peptide termini binding interactions help ensure the stability of the MHC Class I-peptide complex, the central region of the peptide is also important in defining the specificity of the interaction. As thermodynamic studies indicate that peptide association and dissociation may be driven entropically, it may be necessary to incorporate entropic contributions into future calculations.

A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

3D Reconstruction of the complex dielectric function of glass during femtosecond laser micro-fabrication

We report on a new technique to reconstruct the 3D dielectric function change in transparent dielectric materials and the application of the technique for on-line monitoring of refractive index modification in BK7 glass during direct femtosecond laser microfabrication. The complex optical field scattered from the modified region is measured using two-beam, single-shot interferogram and the distribution of the modified refractive index is reconstructed by numerically solving the inverse scattering problem in Born approximation. The optical configuration suggested is further development of digital holographic microscopy (DHM). It takes advantage of high spatial resolution and almost the same optical paths for both interfering beams, and allows ultrafast time resolution.

3D reconstruction of the complex dielectric function of glass during femtosecond laser micro-fabrication

We report on a new technique to reconstruct the 3D dielectric function change in transparent dielectric materials and the application of the technique for on-line monitoring of refractive index modification in BK7 glass during direct femtosecond laser microfabrication. The complex optical field scattered from the modified region is measured using two-beam, single-shot interferogram and the distribution of the modified refractive index is reconstructed by numerically solving the inverse scattering problem in Born approximation. The optical configuration suggested is further development of digital holographic microscopy. It takes advantage of high spatial resolution and almost the same optical paths for both interfering beams, and allows ultrafast time resolution. © Springer Science+Business Media, LLC. 2011.

Polynomial function intervals for floating-point software verification

The focus of our work is the verification of tight functional properties of numerical programs, such as showing that a floating-point implementation of Riemann integration computes a close approximation of the exact integral. Programmers and engineers writing such programs will benefit from verification tools that support an expressive specification language and that are highly automated. Our work provides a new method for verification of numerical software, supporting a substantially more expressive language for specifications than other publicly available automated tools. The additional expressivity in the specification language is provided by two constructs. First, the specification can feature inclusions between interval arithmetic expressions. Second, the integral operator from classical analysis can be used in the specifications, where the integration bounds can be arbitrary expressions over real variables. To support our claim of expressivity, we outline the verification of four example programs, including the integration example mentioned earlier. A key component of our method is an algorithm for proving numerical theorems. This algorithm is based on automatic polynomial approximation of non-linear real and real-interval functions defined by expressions. The PolyPaver tool is our implementation of the algorithm and its source code is publicly available. In this paper we report on experiments using PolyPaver that indicate that the additional expressivity does not come at a performance cost when comparing with other publicly available state-of-the-art provers. We also include a scalability study that explores the limits of PolyPaver in proving tight functional specifications of progressively larger randomly generated programs. © 2014 Springer International Publishing Switzerland.

Green's function for paraxial equation

The theory and experimental applications of optical Airy beams are in active development recently. The Airy beams are characterised by very special properties: they are non-diffractive and propagate along parabolic trajectories. Among the striking applications of the optical Airy beams are optical micro-manipulation implemented as the transport of small particles along the parabolic trajectory, Airy-Bessel linear light bullets, electron acceleration by the Airy beams, plasmonic energy routing. The detailed analysis of the mathematical aspects as well as physical interpretation of the electromagnetic Airy beams was done by considering the wave as a function of spatial coordinates only, related by the parabolic dependence between the transverse and the longitudinal coordinates. Their time dependence is assumed to be harmonic. Only a few papers consider a more general temporal dependence where such a relationship exists between the temporal and the spatial variables. This relationship is derived mostly by applying the Fourier transform to the expressions obtained for the harmonic time dependence or by a Fourier synthesis using the specific modulated spectrum near some central frequency. Spatial-temporal Airy pulses in the form of contour integrals is analysed near the caustic and the numerical solution of the nonlinear paraxial equation in time domain shows soliton shedding from the Airy pulse in Kerr medium. In this paper the explicitly time dependent solutions of the electromagnetic problem in the form of time-spatial pulses are derived in paraxial approximation through the Green's function for the paraxial equation. It is shown that a Gaussian and an Airy pulse can be obtained by applying the Green's function to a proper source current. We emphasize that the processes in time domain are directional, which leads to unexpected conclusions especially for the paraxial approximation.