Dynamic mechanism design for markets with strategic resources

The assignment of tasks to multiple resources becomes an interesting game theoretic problem, when both the task owner and the resources are strategic. In the classical, nonstrategic setting, where the states of the tasks and resources are observable by the controller, this problem is that of finding an optimal policy for a Markov decision process (MDP). When the states are held by strategic agents, the problem of an efficient task allocation extends beyond that of solving an MDP and becomes that of designing a mechanism. Motivated by this fact, we propose a general mechanism which decides on an allocation rule for the tasks and resources and a payment rule to incentivize agents' participation and truthful reports. In contrast to related dynamic strategic control problems studied in recent literature, the problem studied here has interdependent values: the benefit of an allocation to the task owner is not simply a function of the characteristics of the task itself and the allocation, but also of the state of the resources. We introduce a dynamic extension of Mezzetti's two phase mechanism for interdependent valuations. In this changed setting, the proposed dynamic mechanism is efficient, within period ex-post incentive compatible, and within period ex-post individually rational.

An adaptation framework for head-pose classification in dynamic multi-view scenarios

Multi-view head-pose estimation in low-resolution, dynamic scenes is difficult due to blurred facial appearance and perspective changes as targets move around freely in the environment. Under these conditions, acquiring sufficient training examples to learn the dynamic relationship between position, face appearance and head-pose can be very expensive. Instead, a transfer learning approach is proposed in this work. Upon learning a weighted-distance function from many examples where the target position is fixed, we adapt these weights to the scenario where target positions are varying. The adaptation framework incorporates reliability of the different face regions for pose estimation under positional variation, by transforming the target appearance to a canonical appearance corresponding to a reference scene location. Experimental results confirm effectiveness of the proposed approach, which outperforms state-of-the-art by 9.5% under relevant conditions. To aid further research on this topic, we also make DPOSE- a dynamic, multi-view head-pose dataset with ground-truth publicly available with this paper.

Dynamic multi-relational Chinese restaurant process for analyzing influences on users in social media

We study the problem of analyzing influence of various factors affecting individual messages posted in social media. The problem is challenging because of various types of influences propagating through the social media network that act simultaneously on any user. Additionally, the topic composition of the influencing factors and the susceptibility of users to these influences evolve over time. This problem has not been studied before, and off-the-shelf models are unsuitable for this purpose. To capture the complex interplay of these various factors, we propose a new non-parametric model called the Dynamic Multi-Relational Chinese Restaurant Process. This accounts for the user network for data generation and also allows the parameters to evolve over time. Designing inference algorithms for this model suited for large scale social-media data is another challenge. To this end, we propose a scalable and multi-threaded inference algorithm based on online Gibbs Sampling. Extensive evaluations on large-scale Twitter and Face book data show that the extracted topics when applied to authorship and commenting prediction outperform state-of-the-art baselines. More importantly, our model produces valuable insights on topic trends and user personality trends beyond the capability of existing approaches.

Effect of choice of basis functions in neural network for capturing unknown function for dynamic inversion control

The basic requirement for an autopilot is fast response and minimum steady state error for better guidance performance. The highly nonlinear nature of the missile dynamics due to the severe kinematic and inertial coupling of the missile airframe as well as the aerodynamics has been a challenge for an autopilot that is required to have satisfactory performance for all flight conditions in probable engagements. Dynamic inversion is very popular nonlinear controller for this kind of scenario. But the drawback of this controller is that it is sensitive to parameter perturbation. To overcome this problem, neural network has been used to capture the parameter uncertainty on line. The choice of basis function plays the major role in capturing the unknown dynamics. Here in this paper, many basis function has been studied for approximation of unknown dynamics. Cosine basis function has yield the best response compared to any other basis function for capturing the unknown dynamics. Neural network with Cosine basis function has improved the autopilot performance as well as robustness compared to Dynamic inversion without Neural network.

State estimation of spiralling target using UKF with generalized sinusoidal target acceleration model

Hit-to-kill interception of high velocity spiraling target requires accurate state estimation of relative kinematic parameters describing spiralling motion. In this pa- per, spiraling target motion is captured by representing target acceleration through sinusoidal function in inertial frame. A nine state unscented Kalman filter (UKF) formulation is presented here with three relative positions, three relative velocities, spiraling frequency of target, inverse of ballistic coefficient and maneuvering coef-ficient. A key advantage of the target model presented here is that it is of generic nature and can capture spiraling as well as pure ballistic motions without any change of tuning parameters. Extensive Six-DOF simulation experiments, which includes a modified PN guidance and dynamic inversion based autopilot, show that near Hit-to-Kill performance can be obtained with noisy RF seeker measurements of gimbal angles, gimbal angle rates, range and range rate.

Threshold-Independent QRS Detection Using the Dynamic Plosion Index

Detection of QRS serves as a first step in many automated ECG analysis techniques. Motivated by the strong similarities between the signal structures of an ECG signal and the integrated linear prediction residual (ILPR) of voiced speech, an algorithm proposed earlier for epoch detection from ILPR is extended to the problem of QRS detection. The ECG signal is pre-processed by high-pass filtering to remove the baseline wandering and by half-wave rectification to reduce the ambiguities. The initial estimates of the QRS are iteratively obtained using a non-linear temporal feature, named the dynamic plosion index suitable for detection of transients in a signal. These estimates are further refined to obtain a higher temporal accuracy. Unlike most of the high performance algorithms, this technique does not make use of any threshold or differencing operation. The proposed algorithm is validated on the MIT-BIH database using the standard metrics and its performance is found to be comparable to the state-of-the-art algorithms, despite its threshold independence and simple decision logic.

Generalized State Estimation and Model Predictive Guidance for Spiraling and Ballistic Targets

An extended Kalman filter based generalized state estimation approach is presented in this paper for accurately estimating the states of incoming high-speed targets such as ballistic missiles. A key advantage of this nine-state problem formulation is that it is very much generic and can capture spiraling as well as pure ballistic motion of targets without any change of the target model and the tuning parameters. A new nonlinear model predictive zero-effort-miss based guidance algorithm is also presented in this paper, in which both the zero-effort-miss as well as the time-to-go are predicted more accurately by first propagating the nonlinear target model (with estimated states) and zero-effort interceptor model simultaneously. This information is then used for computing the necessary lateral acceleration. Extensive six-degrees-of-freedom simulation experiments, which include noisy seeker measurements, a nonlinear dynamic inversion based autopilot for the interceptor along with appropriate actuator and sensor models and magnitude and rate saturation limits for the fin deflections, show that near-zero miss distance (i.e., hit-to-kill level performance) can be obtained when these two new techniques are applied together. Comparison studies with an augmented proportional navigation based guidance shows that the proposed model predictive guidance leads to a substantial amount of conservation in the control energy as well.

A Stochastic Chemical Dynamic Approach to Correlate Autoimmunity and Optimal Vitamin-D Range

Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.

Multimodal therapy for complete regression of malignant melanoma using constrained nonlinear optimal dynamic inversion

Using a realistic nonlinear mathematical model for melanoma dynamics and the technique of optimal dynamic inversion (exact feedback linearization with static optimization), a multimodal automatic drug dosage strategy is proposed in this paper for complete regression of melanoma cancer in humans. The proposed strategy computes different drug dosages and gives a nonlinear state feedback solution for driving the number of cancer cells to zero. However, it is observed that when tumor is regressed to certain value, then there is no need of external drug dosages as immune system and other therapeutic states are able to regress tumor at a sufficiently fast rate which is more than exponential rate. As model has three different drug dosages, after applying dynamic inversion philosophy, drug dosages can be selected in optimized manner without crossing their toxicity limits. The combination of drug dosages is decided by appropriately selecting the control design parameter values based on physical constraints. The process is automated for all possible combinations of the chemotherapy and immunotherapy drug dosages with preferential emphasis of having maximum possible variety of drug inputs at any given point of time. Simulation study with a standard patient model shows that tumor cells are regressed from 2 x 107 to order of 105 cells because of external drug dosages in 36.93 days. After this no external drug dosages are required as immune system and other therapeutic states are able to regress tumor at greater than exponential rate and hence, tumor goes to zero (less than 0.01) in 48.77 days and healthy immune system of the patient is restored. Study with different chemotherapy drug resistance value is also carried out. (C) 2014 Elsevier Ltd. All rights reserved.

Adaptive Flight-Control Design Using Neural-Network-Aided Optimal Nonlinear Dynamic Inversion

A neural-network-aided nonlinear dynamic inversion-based hybrid technique of model reference adaptive control flight-control system design is presented in this paper. Here, the gains of the nonlinear dynamic inversion-based flight-control system are dynamically selected in such a manner that the resulting controller mimics a single network, adaptive control, optimal nonlinear controller for state regulation. Traditional model reference adaptive control methods use a linearized reference model, and the presented control design method employs a nonlinear reference model to compute the nonlinear dynamic inversion gains. This innovation of designing the gain elements after synthesizing the single network adaptive controller maintains the advantages that an optimal controller offers, yet it retains a simple closed-form control expression in state feedback form, which can easily be modified for tracking problems without demanding any a priori knowledge of the reference signals. The strength of the technique is demonstrated by considering the longitudinal motion of a nonlinear aircraft system. An extended single network adaptive control/nonlinear dynamic inversion adaptive control design architecture is also presented, which adapts online to three failure conditions, namely, a thrust failure, an elevator failure, and an inaccuracy in the estimation of C-M alpha. Simulation results demonstrate that the presented adaptive flight controller generates a near-optimal response when compared to a traditional nonlinear dynamic inversion controller.

Iterated stochastic filters with additive updates for dynamic system identification: Annealing-type iterations and the filter bank

A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.

PriDyn: Enabling Differentiated I/O Services in Cloud Using Dynamic Priorities

Virtualization is one of the key enabling technologies for Cloud computing. Although it facilitates improved utilization of resources, virtualization can lead to performance degradation due to the sharing of physical resources like CPU, memory, network interfaces, disk controllers, etc. Multi-tenancy can cause highly unpredictable performance for concurrent I/O applications running inside virtual machines that share local disk storage in Cloud. Disk I/O requests in a typical Cloud setup may have varied requirements in terms of latency and throughput as they arise from a range of heterogeneous applications having diverse performance goals. This necessitates providing differential performance services to different I/O applications. In this paper, we present PriDyn, a novel scheduling framework which is designed to consider I/O performance metrics of applications such as acceptable latency and convert them to an appropriate priority value for disk access based on the current system state. This framework aims to provide differentiated I/O service to various applications and ensures predictable performance for critical applications in multi-tenant Cloud environment. We demonstrate through experimental validations on real world I/O traces that this framework achieves appreciable enhancements in I/O performance, indicating that this approach is a promising step towards enabling QoS guarantees on Cloud storage.

Spatio-temporal correlations in aqueous systems: computational studies of static and dynamic heterogeneity by 2D-IR spectroscopy

Local heterogeneity is ubiquitous in natural aqueous systems. It can be caused locally by external biomolecular subsystems like proteins, DNA, micelles and reverse micelles, nanoscopic materials etc., but can also be intrinsic to the thermodynamic nature of the aqueous solution itself (like binary mixtures or at the gas-liquid interface). The altered dynamics of water in the presence of such diverse surfaces has attracted considerable attention in recent years. As these interfaces are quite narrow, only a few molecular layers thick, they are hard to study by conventional methods. The recent development of two dimensional infra-red (2D-IR) spectroscopy allows us to estimate length and time scales of such dynamics fairly accurately. In this work, we present a series of interesting studies employing two dimensional infra-red spectroscopy (2D-IR) to investigate (i) the heterogeneous dynamics of water inside reverse micelles of varying sizes, (ii) supercritical water near the Widom line that is known to exhibit pronounced density fluctuations and also study (iii) the collective and local polarization fluctuation of water molecules in the presence of several different proteins. The spatio-temporal correlation of confined water molecules inside reverse micelles of varying sizes is well captured through the spectral diffusion of corresponding 2D-IR spectra. In the case of supercritical water also, we observe a strong signature of dynamic heterogeneity from the elongated nature of the 2D-IR spectra. In this case the relaxation is ultrafast. We find remarkable agreement between the different tools employed to study the relaxation of density heterogeneity. For aqueous protein solutions, we find that the calculated dielectric constant of the respective systems unanimously shows a noticeable increment compared to that of neat water. However, the `effective' dielectric constant for successive layers shows significant variation, with the layer adjacent to the protein having a much lower value. Relaxation is also slowest at the surface. We find that the dielectric constant achieves the bulk value at distances more than 3 nm from the surface of the protein.

Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space

In this article, we study risk-sensitive control problem with controlled continuous time Markov chain state dynamics. Using multiplicative dynamic programming principle along with the atomic structure of the state dynamics, we prove the existence and a characterization of optimal risk-sensitive control under geometric ergodicity of the state dynamics along with a smallness condition on the running cost.