An adaptive and dynamic dimensionality reduction method for high-dimensional indexing

The notorious "dimensionality curse" is a well-known phenomenon for any multi-dimensional indexes attempting to scale up to high dimensions. One well-known approach to overcome degradation in performance with respect to increasing dimensions is to reduce the dimensionality of the original dataset before constructing the index. However, identifying the correlation among the dimensions and effectively reducing them are challenging tasks. In this paper, we present an adaptive Multi-level Mahalanobis-based Dimensionality Reduction (MMDR) technique for high-dimensional indexing. Our MMDR technique has four notable features compared to existing methods. First, it discovers elliptical clusters for more effective dimensionality reduction by using only the low-dimensional subspaces. Second, data points in the different axis systems are indexed using a single B+-tree. Third, our technique is highly scalable in terms of data size and dimension. Finally, it is also dynamic and adaptive to insertions. An extensive performance study was conducted using both real and synthetic datasets, and the results show that our technique not only achieves higher precision, but also enables queries to be processed efficiently. Copyright Springer-Verlag 2005

The relationship between CA/C ratio and individual differences in dynamic accommodative responses while viewing stereoscopic images

The oculomotor synergy as expressed by the CA/C and AC/A ratios was investigated to examine its influence on our previous observation that whereas convergence responses to stereoscopic images are generally stable, some individuals exhibit significant accommodative overshoot. Using a modified video refraction unit while viewing a stereoscopic LCD, accommodative and convergence responses to balanced and unbalanced vergence and focal stimuli (BVFS and UBVFS) were measured. Accommodative overshoot of at least 0.3 D was found in 3 out of 8 subjects for UBVFS. The accommodative response differential (RD) was taken to be the difference between the initial response and the subsequent mean static steady-state response. Without overshoot, RD was quantified by finding the initial response component. A mean RD of 0.11 +/- 0.27 D was found for the 1.0 D step UBVFS condition. The mean RD for the BVFS was 0.00 +/- 0.17 D. There was a significant positive correlation between CA/C ratio and RD (r = +0.75, n = 8, p <0.05) for only UBVFS. We propose that inter-subject variation in RD is influenced by the CA/C ratio as follows: an initial convergence response, induced by disparity of the image, generates convergence-driven accommodation commensurate with the CA/C ratio; the associated transient defocus subsequently decays to a balanced position between defocus-induced and convergence-induced accommodations.

Conditional distribution modeling for estimating and exploiting uncertainty in control systems

This paper presents a general methodology for estimating and incorporating uncertainty in the controller and forward models for noisy nonlinear control problems. Conditional distribution modeling in a neural network context is used to estimate uncertainty around the prediction of neural network outputs. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localize the possible control solutions to consider. A nonlinear multivariable system with different delays between the input-output pairs is used to demonstrate the successful application of the developed control algorithm. The proposed method is suitable for redundant control systems and allows us to model strongly non Gaussian distributions of control signal as well as processes with hysteresis.

A comparison of variational and Markov chain Monte Carlo methods for inference in partially observed stochastic dynamic systems

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the Variational Gaussian Process Smoother with an exact solution computed using a Hybrid Monte Carlo approach to path sampling, applied to a stochastic double well potential model. It is demonstrated that the variational smoother provides us a very accurate estimate of mean path while conditional variance is slightly underestimated. We conclude with some remarks as to the advantages and disadvantages of the variational smoother. © 2008 Springer Science + Business Media LLC.

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.

Anatomical correlates of dynamic auditory processing:relationship to literacy during early adolescence

Adults show great variation in their auditory skills, such as being able to discriminate between foreign speech-sounds. Previous research has demonstrated that structural features of auditory cortex can predict auditory abilities; here we are interested in the maturation of 2-Hz frequency-modulation (FM) detection, a task thought to tap into mechanisms underlying language abilities. We hypothesized that an individual's FM threshold will correlate with gray-matter density in left Heschl's gyrus, and that this function-structure relationship will change through adolescence. To test this hypothesis, we collected anatomical magnetic resonance imaging data from participants who were tested and scanned at three time points: at 10, 11.5 and 13 years of age. Participants judged which of two tones contained FM; the modulation depth was adjusted using an adaptive staircase procedure and their threshold was calculated based on the geometric mean of the last eight reversals. Using voxel-based morphometry, we found that FM threshold was significantly correlated with gray-matter density in left Heschl's gyrus at the age of 10 years, but that this correlation weakened with age. While there were no differences between girls and boys at Times 1 and 2, at Time 3 there was a relationship between gray-matter density in left Heschl's gyrus in boys but not in girls. Taken together, our results confirm that the structure of the auditory cortex can predict temporal processing abilities, namely that gray-matter density in left Heschl's gyrus can predict 2-Hz FM detection threshold. This ability is dependent on the processing of sounds changing over time, a skill believed necessary for speech processing. We tested this assumption and found that FM threshold significantly correlated with spelling abilities at Time 1, but that this correlation was found only in boys. This correlation decreased at Time 2, and at Time 3 we found a significant correlation between reading and FM threshold, but again, only in boys. We examined the sex differences in both the imaging and behavioral data taking into account pubertal stages, and found that the correlation between FM threshold and spelling was strongest pre-pubertally, and the correlation between FM threshold and gray-matter density in left Heschl's gyrus was strongest mid-pubertally.

Supporting decision-making for self-adaptive systems:from goal models to dynamic decision networks

Context/Motivation - Different modeling techniques have been used to model requirements and decision-making of self-adaptive systems (SASs). Specifically, goal models have been prolific in supporting decision-making depending on partial and total fulfilment of functional (goals) and non-functional requirements (softgoals). Different goalrealization strategies can have different effects on softgoals which are specified with weighted contribution-links. The final decision about what strategy to use is based, among other reasons, on a utility function that takes into account the weighted sum of the different effects on softgoals. Questions/Problems - One of the main challenges about decisionmaking in self-adaptive systems is to deal with uncertainty during runtime. New techniques are needed to systematically revise the current model when empirical evidence becomes available from the deployment. Principal ideas/results - In this paper we enrich the decision-making supported by goal models by using Dynamic Decision Networks (DDNs). Goal realization strategies and their impact on softgoals have a correspondence with decision alternatives and conditional probabilities and expected utilities in the DDNs respectively. Our novel approach allows the specification of preferences over the softgoals and supports reasoning about partial satisfaction of softgoals using probabilities. We report results of the application of the approach on two different cases. Our early results suggest the decision-making process of SASs can be improved by using DDNs. © 2013 Springer-Verlag.

Dynamic models of exchange rate dependence using option prices and historical returns

Models for the conditional joint distribution of the U.S. Dollar/Japanese Yen and Euro/Japanese Yen exchange rates, from November 2001 until June 2007, are evaluated and compared. The conditional dependency is allowed to vary across time, as a function of either historical returns or a combination of past return data and option-implied dependence estimates. Using prices of currency options that are available in the public domain, risk-neutral dependency expectations are extracted through a copula repre- sentation of the bivariate risk-neutral density. For this purpose, we employ either the one-parameter \Normal" or a two-parameter \Gumbel Mixture" specification. The latter provides forward-looking information regarding the overall degree of covariation, as well as, the level and direction of asymmetric dependence. Specifications that include option-based measures in their information set are found to outperform, in-sample and out-of-sample, models that rely solely on historical returns.

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

This paper applies the vector AR-DCC-FIAPARCH model to eight national stock market indices' daily returns from 1988 to 2010, taking into account the structural breaks of each time series linked to the Asian and the recent Global financial crisis. We find significant cross effects, as well as long range volatility dependence, asymmetric volatility response to positive and negative shocks, and the power of returns that best fits the volatility pattern. One of the main findings of the model analysis is the higher dynamic correlations of the stock markets after a crisis event, which means increased contagion effects between the markets. The fact that during the crisis the conditional correlations remain on a high level indicates a continuous herding behaviour during these periods of increased market volatility. Finally, during the recent Global financial crisis the correlations remain on a much higher level than during the Asian financial crisis.

Joint Densities of Correlation Coefficients for Samples from Multivariate Standard Normal Distribution

2000 Mathematics Subject Classification: 62H10.

When static meets dynamic: Comparing cone-beam computed tomography and acoustic reflection for upper airway analysis

INTRODUCTION: Upper airway measurement can be important for the diagnosis of breathing disorders. Acoustic reflection (AR) is an accepted tool for studying the airway. Our objective was to investigate the differences between cone-beam computed tomography (CBCT) and AR in calculating airway volumes and areas. METHODS: Subjects with prescribed CBCT images as part of their records were also asked to have AR performed. A total of 59 subjects (mean age, 15 ± 3.8 years) had their upper airway (5 areas) measured from CBCT images, acoustic rhinometry, and acoustic pharyngometry. Volumes and minimal cross-sectional areas were extracted and compared with software. RESULTS: Intraclass correlation on 20 randomly selected subjects, remeasured 2 weeks apart, showed high reliability (r >0.77). Means of total nasal volume were significantly different between the 2 methods (P = 0.035), but anterior nasal volume and minimal cross-sectional area showed no differences (P = 0.532 and P = 0.066, respectively). Pharyngeal volume showed significant differences (P = 0.01) with high correlation (r = 0.755), whereas pharyngeal minimal cross-sectional area showed no differences (P = 0.109). The pharyngeal volume difference may not be considered clinically significant, since it is 758 mm3 for measurements showing means of 11,000 ± 4000 mm3. CONCLUSIONS: CBCT is an accurate method for measuring anterior nasal volume, nasal minimal cross-sectional area, pharyngeal volume, and pharyngeal minimal cross-sectional area.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Between Principle and Practicality: A Dynamic Realist Examination of Independence in the Canadian Justice System

This work examines independence in the Canadian justice system using an approach adapted from new legal realist scholarship called ‘dynamic realism’. This approach proposes that issues in law must be considered in relation to their recursive and simultaneous development with historic, social and political events. Such events describe ‘law in action’ and more holistically demonstrate principles like independence, rule of law and access to justice. My dynamic realist analysis of independence in the justice system employs a range methodological tools and approaches from the social sciences, including: historical and historiographical study; public administrative; policy and institutional analysis; an empirical component; as well as constitutional, statutory interpretation and jurisprudential analysis. In my view, principles like independence represent aspirational ideals in law which can be better understood by examining how they manifest in legal culture and in the legal system. This examination focuses on the principle and practice of independence for both lawyers and judges in the justice system, but highlights the independence of the Bar. It considers the inter-relation between lawyer independence and the ongoing refinement of judicial independence in Canadian law. It also considers both independence of the Bar and the Judiciary in the context of the administration of justice, and practically illustrates the interaction between these principles through a case study of a specific aspect of the court system. This work also focuses on recent developments in the principle of Bar independence and its relation to an emerging school of professionalism scholarship in Canada. The work concludes by describing the principle of independence as both conditional and dynamic, but rooted in a unitary concept for both lawyers and judges. In short, independence can be defined as impartiality, neutrality and autonomy of legal decision-makers in the justice system to apply, protect and improve the law for what has become its primary normative purpose: facilitating access to justice. While both independence of the Bar and the Judiciary are required to support access to independent courts, some recent developments suggest the practical interactions between independence and access need to be the subject of further research, to better account for both the principles and the practicalities of the Canadian justice system.

A comparison of sound localisation techniques using cross-correlation and spiking neural networks for mobile robotics

This paper outlines the development of a crosscorrelation algorithm and a spiking neural network (SNN) for sound localisation based on real sound recorded in a noisy and dynamic environment by a mobile robot. The SNN architecture aims to simulate the sound localisation ability of the mammalian auditory pathways by exploiting the binaural cue of interaural time difference (ITD). The medial superior olive was the inspiration for the SNN architecture which required the integration of an encoding layer which produced biologically realistic spike trains, a model of the bushy cells found in the cochlear nucleus and a supervised learning algorithm. The experimental results demonstrate that biologically inspired sound localisation achieved using a SNN can compare favourably to the more classical technique of cross-correlation.

Using the interaural time difference and cross-correlation to localise short-term complex noises

The mammalian binaural cue of interaural time difference (ITD) and cross-correlation have long been used to determine the point of origin of a sound source. The ITD can be defined as the different points in time at which a sound from a single location arrives at each individual ear [1]. From this time difference, the brain can calculate the angle of the sound source in relation to the head [2]. Cross-correlation compares the similarity of each channel of a binaural waveform producing the time lag or offset required for both channels to be in phase with one another. This offset corresponds to the maximum value produced by the cross-correlation function and can be used to determine the ITD and thus the azimuthal angle θ of the original sound source. However, in indoor environments, cross-correlation has been known to have problems with both sound reflections and reverberations. Additionally, cross-correlation has difficulties with localising short-term complex noises when they occur during a longer duration waveform, i.e. in the presence of background noise. The crosscorrelation algorithm processes the entire waveform and the short-term complex noise can be ignored. This paper presents a technique using thresholding which enables higher-localisation abilities for short-term complex sounds in the midst of background noise. To determine the success of this thresholding technique, twenty-five sounds were recorded in a dynamic and echoic environment. The twenty-five sounds consist of hand-claps, finger-clicks and speech. The proposed technique was compared to the regular cross-correlation function for the same waveforms, and an average of the azimuthal angles determined for each individual sample. The sound localisation ability for all twenty-five sound samples is as follows: average of the sampled angles using cross-correlation: 44%; cross-correlation technique with thresholding: 84%. From these results, it is clear that this proposed technique is very successful for the localisation of short-term complex sounds in the midst of background noise and in a dynamic and echoic indoor environment.