Statistical model of OFDMA cellular networks uplink interference using lognormal distribution

In this letter, we propose an analytical approach to model uplink intercell interference (ICI) in hexagonal grid based orthogonal frequency division multiple access (OFMDA) cellular networks. The key idea is that the uplink ICI from individual cells is approximated with a lognormal distribution with statistical parameters being determined analytically. Accordingly, the aggregated uplink ICI is approximated with another lognormal distribution and its statistical parameters can be determined from those of individual cells using Fenton-Wilkson method. Analytic expressions of uplink ICI are derived with two traditional frequency reuse schemes, namely integer frequency reuse schemes with factor 1 (IFR-1) and factor 3 (IFR-3). Uplink fractional power control and lognormal shadowing are modeled. System performances in terms of signal to interference plus noise ratio (SINR) and spectrum efficiency are also derived. The proposed model has been validated by simulations. © 2013 IEEE.

The use of Meteosat satellite data for spatial rainfall estimations and hydrological simulations

Satellite information, in combination with conventional point source measurements, can be a valuable source of information. This thesis is devoted to the spatial estimation of areal rainfall over a region using both the measurements from a dense and sparse network of rain-gauges and images from the meteorological satellites. A primary concern is to study the effects of such satellite assisted rainfall estimates on the performance of rainfall-runoff models. Low-cost image processing systems and peripherals are used to process and manipulate the data. Both secondary as well as primary satellite images were used for analysis. The secondary data was obtained from the in-house satellite receiver and the primary data was obtained from an outside source. Ground truth data was obtained from the local Water Authority. A number of algorithms are presented that combine the satellite and conventional data sources to produce areal rainfall estimates and the results are compared with some of the more traditional methodologies. The results indicate that the satellite cloud information is valuable in the assessment of the spatial distribution of areal rainfall, for both half-hourly as well as daily estimates of rainfall. It is also demonstrated how the performance of the simple multiple regression rainfall-runoff model is improved when satellite cloud information is used as a separate input in addition to rainfall estimates from conventional means. The use of low-cost equipment, from image processing systems to satellite imagery, makes it possible for developing countries to introduce such systems in areas where the benefits are greatest.

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.

A three dimensional numerical investigation of hillslope flow processes

Physically based distributed models of catchment hydrology are likely to be made available as engineering tools in the near future. Although these models are based on theoretically acceptable equations of continuity, there are still limitations in the present modelling strategy. Of interest to this thesis are the current modelling assumptions made concerning the effects of soil spatial variability, including formations producing distinct zones of preferential flow. The thesis contains a review of current physically based modelling strategies and a field based assessment of soil spatial variability. In order to investigate the effects of soil nonuniformity a fully three dimensional model of variability saturated flow in porous media is developed. The model is based on a Galerkin finite element approximation to Richards equation. Accessibility to a vector processor permits numerical solutions on grids containing several thousand node points. The model is applied to a single hillslope segment under various degrees of soil spatial variability. Such variability is introduced by generating random fields of saturated hydraulic conductivity using the turning bands method. Similar experiments are performed under conditions of preferred soil moisture movement. The results show that the influence of soil variability on subsurface flow may be less significant than suggested in the literature, due to the integrating effects of three dimensional flow. Under conditions of widespread infiltration excess runoff, the results indicate a greater significance of soil nonuniformity. The recognition of zones of preferential flow is also shown to be an important factor in accurate rainfall-runoff modelling. Using the results of various fields of soil variability, experiments are carried out to assess the validity of the commonly used concept of `effective parameters'. The results of these experiments suggest that such a concept may be valid in modelling subsurface flow. However, the effective parameter is observed to be event dependent when the dominating mechanism is infiltration excess runoff.

The influence of high contrast acuity and normalised low contrast acuity upon self-reported situation avoidance and driving crashes

The aim of this study was to determine the cues used to signal avoidance of difficult driving situations and to test the hypothesis that drivers with relatively poor high contrast visual acuity (HCVA) have fewer crashes than drivers with relatively poor normalised low contrast visual acuity (NLCVA). This is because those with poorer HCVA are well aware of their difficulties and avoid dangerous driving situations while those poorer NLCVA are often unaware of the extent of their problem. Age, self-reported situation avoidance and HCVA were collected during a practice based study of 690 drivers. Screening was also carried out on 7254 drivers at various venues, mainly motorway sites, throughout the UK. Age, self-reported situation avoidance and prior crash involvement were recorded and Titmus vision screeners were used to measure HCVA and NLCVA. Situation avoidance increased in reduced visibility conditions and was influenced by age and HCVA. Only half of the drivers used visual cues to signal situation avoidance and most of these drivers used high rather than low contrast cues. A statistical model designed to remove confounding interrelationships between variables showed, for drivers that did not report situation avoidance, that crash involvement decreased for drivers with below average HCVA and increased for those with below average NLCVA. These relationships accounted for less than 1% of the crash variance, so the hypothesis was not strongly supported. © 2002 The College of Optometrists.

The application of analysis of variance (ANOVA) to different experimental designs in optometry

Analysis of variance (ANOVA) is the most efficient method available for the analysis of experimental data. Analysis of variance is a method of considerable complexity and subtlety, with many different variations, each of which applies in a particular experimental context. Hence, it is possible to apply the wrong type of ANOVA to data and, therefore, to draw an erroneous conclusion from an experiment. This article reviews the types of ANOVA most likely to arise in clinical experiments in optometry including the one-way ANOVA ('fixed' and 'random effect' models), two-way ANOVA in randomised blocks, three-way ANOVA, and factorial experimental designs (including the varieties known as 'split-plot' and 'repeated measures'). For each ANOVA, the appropriate experimental design is described, a statistical model is formulated, and the advantages and limitations of each type of design discussed. In addition, the problems of non-conformity to the statistical model and determination of the number of replications are considered. © 2002 The College of Optometrists.

Detection of signals corrupted by the combination of Gaussian and Non-Gaussian noise

The detection of signals in the presence of noise is one of the most basic and important problems encountered by communication engineers. Although the literature abounds with analyses of communications in Gaussian noise, relatively little work has appeared dealing with communications in non-Gaussian noise. In this thesis several digital communication systems disturbed by non-Gaussian noise are analysed. The thesis is divided into two main parts. In the first part, a filtered-Poisson impulse noise model is utilized to calulate error probability characteristics of a linear receiver operating in additive impulsive noise. Firstly the effect that non-Gaussian interference has on the performance of a receiver that has been optimized for Gaussian noise is determined. The factors affecting the choice of modulation scheme so as to minimize the deterimental effects of non-Gaussian noise are then discussed. In the second part, a new theoretical model of impulsive noise that fits well with the observed statistics of noise in radio channels below 100 MHz has been developed. This empirical noise model is applied to the detection of known signals in the presence of noise to determine the optimal receiver structure. The performance of such a detector has been assessed and is found to depend on the signal shape, the time-bandwidth product, as well as the signal-to-noise ratio. The optimal signal to minimize the probability of error of; the detector is determined. Attention is then turned to the problem of threshold detection. Detector structure, large sample performance and robustness against errors in the detector parameters are examined. Finally, estimators of such parameters as. the occurrence of an impulse and the parameters in an empirical noise model are developed for the case of an adaptive system with slowly varying conditions.

Visualization of molecular fingerprints

A visualization plot of a data set of molecular data is a useful tool for gaining insight into a set of molecules. In chemoinformatics, most visualization plots are of molecular descriptors, and the statistical model most often used to produce a visualization is principal component analysis (PCA). This paper takes PCA, together with four other statistical models (NeuroScale, GTM, LTM, and LTM-LIN), and evaluates their ability to produce clustering in visualizations not of molecular descriptors but of molecular fingerprints. Two different tasks are addressed: understanding structural information (particularly combinatorial libraries) and relating structure to activity. The quality of the visualizations is compared both subjectively (by visual inspection) and objectively (with global distance comparisons and local k-nearest-neighbor predictors). On the data sets used to evaluate clustering by structure, LTM is found to perform significantly better than the other models. In particular, the clusters in LTM visualization space are consistent with the relationships between the core scaffolds that define the combinatorial sublibraries. On the data sets used to evaluate clustering by activity, LTM again gives the best performance but by a smaller margin. The results of this paper demonstrate the value of using both a nonlinear projection map and a Bernoulli noise model for modeling binary data.

No-reference image quality assessment in contourlet domain

The target of no-reference (NR) image quality assessment (IQA) is to establish a computational model to predict the visual quality of an image. The existing prominent method is based on natural scene statistics (NSS). It uses the joint and marginal distributions of wavelet coefficients for IQA. However, this method is only applicable to JPEG2000 compressed images. Since the wavelet transform fails to capture the directional information of images, an improved NSS model is established by contourlets. In this paper, the contourlet transform is utilized to NSS of images, and then the relationship of contourlet coefficients is represented by the joint distribution. The statistics of contourlet coefficients are applicable to indicate variation of image quality. In addition, an image-dependent threshold is adopted to reduce the effect of content to the statistical model. Finally, image quality can be evaluated by combining the extracted features in each subband nonlinearly. Our algorithm is trained and tested on the LIVE database II. Experimental results demonstrate that the proposed algorithm is superior to the conventional NSS model and can be applied to different distortions. © 2009 Elsevier B.V. All rights reserved.

What to do when K-means clustering fails:a simple yet principled alternative algorithm

The K-means algorithm is one of the most popular clustering algorithms in current use as it is relatively fast yet simple to understand and deploy in practice. Nevertheless, its use entails certain restrictive assumptions about the data, the negative consequences of which are not always immediately apparent, as we demonstrate. While more flexible algorithms have been developed, their widespread use has been hindered by their computational and technical complexity. Motivated by these considerations, we present a flexible alternative to K-means that relaxes most of the assumptions, whilst remaining almost as fast and simple. This novel algorithm which we call MAP-DP (maximum a-posteriori Dirichlet process mixtures), is statistically rigorous as it is based on nonparametric Bayesian Dirichlet process mixture modeling. This approach allows us to overcome most of the limitations imposed by K-means. The number of clusters K is estimated from the data instead of being fixed a-priori as in K-means. In addition, while K-means is restricted to continuous data, the MAP-DP framework can be applied to many kinds of data, for example, binary, count or ordinal data. Also, it can efficiently separate outliers from the data. This additional flexibility does not incur a significant computational overhead compared to K-means with MAP-DP convergence typically achieved in the order of seconds for many practical problems. Finally, in contrast to K-means, since the algorithm is based on an underlying statistical model, the MAP-DP framework can deal with missing data and enables model testing such as cross validation in a principled way. We demonstrate the simplicity and effectiveness of this algorithm on the health informatics problem of clinical sub-typing in a cluster of diseases known as parkinsonism.

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.

Stochastic volatility and the goodness-of-fit of the Heston model

Recently, Drǎgulescu and Yakovenko proposed an analytical formula for computing the probability density function of stock log returns, based on the Heston model, which they tested empirically. Their research design inadvertently favourably biased the fit of the data to the Heston model, thus overstating their empirical results. Furthermore, Drǎgulescu and Yakovenko did not perform any goodness-of-fit statistical tests. This study employs a research design that facilitates statistical tests of the goodness-of-fit of the Heston model to empirical returns. Robustness checks are also performed. In brief, the Heston model outperformed the Gaussian model only at high frequencies and even so does not provide a statistically acceptable fit to the data. The Gaussian model performed (marginally) better at medium and low frequencies, at which points the extra parameters of the Heston model have adverse impacts on the test statistics. © 2005 Taylor & Francis Group Ltd.

Conditional volatility and firm size:an empirical analysis of UK equity portfolios

The techniques and insights from two distinct areas of financial economic modelling are combined to provide evidence of the influence of firm size on the volatility of stock portfolio returns. Portfolio returns are characterized by positive serial correlation induced by the varying levels of non-synchronous trading among the component stocks. This serial correlation is greatest for portfolios of small firms. The conditional volatility of stock returns has been shown to be well represented by the GARCH family of statistical processes. Using a GARCH model of the variance of capitalization-based portfolio returns, conditioned on the autocorrelation structure in the conditional mean, striking differences related to firm size are uncovered.

CORD an object model supporting statistical summary information for management decision making

Information systems have developed to the stage that there is plenty of data available in most organisations but there are still major problems in turning that data into information for management decision making. This thesis argues that the link between decision support information and transaction processing data should be through a common object model which reflects the real world of the organisation and encompasses the artefacts of the information system. The CORD (Collections, Objects, Roles and Domains) model is developed which is richer in appropriate modelling abstractions than current Object Models. A flexible Object Prototyping tool based on a Semantic Data Storage Manager has been developed which enables a variety of models to be stored and experimented with. A statistical summary table model COST (Collections of Objects Statistical Table) has been developed within CORD and is shown to be adequate to meet the modelling needs of Decision Support and Executive Information Systems. The COST model is supported by a statistical table creator and editor COSTed which is also built on top of the Object Prototyper and uses the CORD model to manage its metadata.