The cross-entropy method for blind multiuser detection

We consider the problem of blind multiuser detection. We adopt a Bayesian approach where unknown parameters are considered random and integrated out. Computing the maximum a posteriori estimate of the input data sequence requires solving a combinatorial optimization problem. We propose here to apply the Cross-Entropy method recently introduced by Rubinstein. The performance of cross-entropy is compared to Markov chain Monte Carlo. For similar Bit Error Rate performance, we demonstrate that Cross-Entropy outperforms a generic Markov chain Monte Carlo method in terms of operation time.

Predictive entropy search for efficient global optimization of black-box functions

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the global maximum. PES codifies this intractable acquisition function in terms of the expected reduction in the differential entropy of the predictive distribution. This reformulation allows PES to obtain approximations that are both more accurate and efficient than other alternatives such as Entropy Search (ES). Furthermore, PES can easily perform a fully Bayesian treatment of the model hyperparameters while ES cannot. We evaluate PES in both synthetic and real-world applications, including optimization problems in machine learning, finance, biotechnology, and robotics. We show that the increased accuracy of PES leads to significant gains in optimization performance.

Performance assessment of cascade control loopswith non-Gaussian disturbances using entropy information

Cascade control is one of the routinely used control strategies in industrial processes because it can dramatically improve the performance of single-loop control, reducing both the maximum deviation and the integral error of the disturbance response. Currently, many control performance assessment methods of cascade control loops are developed based on the assumption that all the disturbances are subject to Gaussian distribution. However, in the practical condition, several disturbance sources occur in the manipulated variable or the upstream exhibits nonlinear behaviors. In this paper, a general and effective index of the performance assessment of the cascade control system subjected to the unknown disturbance distribution is proposed. Like the minimum variance control (MVC) design, the output variances of the primary and the secondary loops are decomposed into a cascade-invariant and a cascade-dependent term, but the estimated ARMA model for the cascade control loop based on the minimum entropy, instead of the minimum mean squares error, is developed for non-Gaussian disturbances. Unlike the MVC index, an innovative control performance index is given based on the information theory and the minimum entropy criterion. The index is informative and in agreement with the expected control knowledge. To elucidate wide applicability and effectiveness of the minimum entropy cascade control index, a simulation problem and a cascade control case of an oil refinery are applied. The comparison with MVC based cascade control is also included.

Characterization of Probability Distributions Using the Residual Entropy Function

The present study on the characterization of probability distributions using the residual entropy function. The concept of entropy is extensively used in literature as a quantitative measure of uncertainty associated with a random phenomenon. The commonly used life time models in reliability Theory are exponential distribution, Pareto distribution, Beta distribution, Weibull distribution and gamma distribution. Several characterization theorems are obtained for the above models using reliability concepts such as failure rate, mean residual life function, vitality function, variance residual life function etc. Most of the works on characterization of distributions in the reliability context centers around the failure rate or the residual life function. The important aspect of interest in the study of entropy is that of locating distributions for which the shannon’s entropy is maximum subject to certain restrictions on the underlying random variable. The geometric vitality function and examine its properties. It is established that the geometric vitality function determines the distribution uniquely. The problem of averaging the residual entropy function is examined, and also the truncated form version of entropies of higher order are defined. In this study it is established that the residual entropy function determines the distribution uniquely and that the constancy of the same is characteristics to the geometric distribution

Entropy change and magnetocaloric effect in Gd5(SixGe1-x)4

Isothermal magnetization curves up to 23 T have been measured in Gd5Si1.8Ge2.2. We show that the values of the entropy change at the first-order magnetostructural transition, obtained from the Clausius-Clapeyron equation and the Maxwell relation, are coincident, provided the Maxwell relation is evaluated only within the transition region and the maximum applied field is high enough to complete the transition. These values are also in agreement with the entropy change obtained from differential scanning calorimetry. We also show that a simple phenomenological model based on the temperature and field dependence of the magnetization accounts for these results.

Evaluation of physiologic complexity in time series using generalized sample entropy and surrogate data analysis

Complexity in time series is an intriguing feature of living dynamical systems, with potential use for identification of system state. Although various methods have been proposed for measuring physiologic complexity, uncorrelated time series are often assigned high values of complexity, errouneously classifying them as a complex physiological signals. Here, we propose and discuss a method for complex system analysis based on generalized statistical formalism and surrogate time series. Sample entropy (SampEn) was rewritten inspired in Tsallis generalized entropy, as function of q parameter (qSampEn). qSDiff curves were calculated, which consist of differences between original and surrogate series qSampEn. We evaluated qSDiff for 125 real heart rate variability (HRV) dynamics, divided into groups of 70 healthy, 44 congestive heart failure (CHF), and 11 atrial fibrillation (AF) subjects, and for simulated series of stochastic and chaotic process. The evaluations showed that, for nonperiodic signals, qSDiff curves have a maximum point (qSDiff(max)) for q not equal 1. Values of q where the maximum point occurs and where qSDiff is zero were also evaluated. Only qSDiff(max) values were capable of distinguish HRV groups (p-values 5.10 x 10(-3); 1.11 x 10(-7), and 5.50 x 10(-7) for healthy vs. CHF, healthy vs. AF, and CHF vs. AF, respectively), consistently with the concept of physiologic complexity, and suggests a potential use for chaotic system analysis. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4758815]

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

An automatic classifier of emotions built from entropy of noise

The electrocardiogram (ECG) signal has been widely used to study the physiological substrates of emotion. However, searching for better filtering techniques in order to obtain a signal with better quality and with the maximum relevant information remains an important issue for researchers in this field. Signal processing is largely performed for ECG analysis and interpretation, but this process can be susceptible to error in the delineation phase. In addition, it can lead to the loss of important information that is usually considered as noise and, consequently, discarded from the analysis. The goal of this study was to evaluate if the ECG noise allows for the classification of emotions, while using its entropy as an input in a decision tree classifier. We collected the ECG signal from 25 healthy participants while they were presented with videos eliciting negative (fear and disgust) and neutral emotions. The results indicated that the neutral condition showed a perfect identification (100%), whereas the classification of negative emotions indicated good identification performances (60% of sensitivity and 80% of specificity). These results suggest that the entropy of noise contains relevant information that can be useful to improve the analysis of the physiological correlates of emotion.

Relative entropy rate based multiple hidden Markov Model Approximation

This paper proposes a novel relative entropy rate (RER) based approach for multiple HMM (MHMM) approximation of a class of discrete-time uncertain processes. Under different uncertainty assumptions, the model design problem is posed either as a min-max optimisation problem or stochastic minimisation problem on the RER between joint laws describing the state and output processes (rather than the more usual RER between output processes). A suitable filter is proposed for which performance results are established which bound conditional mean estimation performance and show that estimation performance improves as the RER is reduced. These filter consistency and convergence bounds are the first results characterising multiple HMM approximation performance and suggest that joint RER concepts provide a useful model selection criteria. The proposed model design process and MHMM filter are demonstrated on an important image processing dim-target detection problem.

Extraction of road lanes from high-resolution stereo aerial imagery based on maximum likelihood segmentation and texture enhancement

Accurate road lane information is crucial for advanced vehicle navigation and safety applications. With the increasing of very high resolution (VHR) imagery of astonishing quality provided by digital airborne sources, it will greatly facilitate the data acquisition and also significantly reduce the cost of data collection and updates if the road details can be automatically extracted from the aerial images. In this paper, we proposed an effective approach to detect road lanes from aerial images with employment of the image analysis procedures. This algorithm starts with constructing the (Digital Surface Model) DSM and true orthophotos from the stereo images. Next, a maximum likelihood clustering algorithm is used to separate road from other ground objects. After the detection of road surface, the road traffic and lane lines are further detected using texture enhancement and morphological operations. Finally, the generated road network is evaluated to test the performance of the proposed approach, in which the datasets provided by Queensland department of Main Roads are used. The experiment result proves the effectiveness of our approach.

A hidden Markov model and relative entropy rate approach to vision-based dim target detection for UAV sense-and-avoid

Uninhabited aerial vehicles (UAVs) are a cutting-edge technology that is at the forefront of aviation/aerospace research and development worldwide. Many consider their current military and defence applications as just a token of their enormous potential. Unlocking and fully exploiting this potential will see UAVs in a multitude of civilian applications and routinely operating alongside piloted aircraft. The key to realising the full potential of UAVs lies in addressing a host of regulatory, public relation, and technological challenges never encountered be- fore. Aircraft collision avoidance is considered to be one of the most important issues to be addressed, given its safety critical nature. The collision avoidance problem can be roughly organised into three areas: 1) Sense; 2) Detect; and 3) Avoid. Sensing is concerned with obtaining accurate and reliable information about other aircraft in the air; detection involves identifying potential collision threats based on available information; avoidance deals with the formulation and execution of appropriate manoeuvres to maintain safe separation. This thesis tackles the detection aspect of collision avoidance, via the development of a target detection algorithm that is capable of real-time operation onboard a UAV platform. One of the key challenges of the detection problem is the need to provide early warning. This translates to detecting potential threats whilst they are still far away, when their presence is likely to be obscured and hidden by noise. Another important consideration is the choice of sensors to capture target information, which has implications for the design and practical implementation of the detection algorithm. The main contributions of the thesis are: 1) the proposal of a dim target detection algorithm combining image morphology and hidden Markov model (HMM) filtering approaches; 2) the novel use of relative entropy rate (RER) concepts for HMM filter design; 3) the characterisation of algorithm detection performance based on simulated data as well as real in-flight target image data; and 4) the demonstration of the proposed algorithm's capacity for real-time target detection. We also consider the extension of HMM filtering techniques and the application of RER concepts for target heading angle estimation. In this thesis we propose a computer-vision based detection solution, due to the commercial-off-the-shelf (COTS) availability of camera hardware and the hardware's relatively low cost, power, and size requirements. The proposed target detection algorithm adopts a two-stage processing paradigm that begins with an image enhancement pre-processing stage followed by a track-before-detect (TBD) temporal processing stage that has been shown to be effective in dim target detection. We compare the performance of two candidate morphological filters for the image pre-processing stage, and propose a multiple hidden Markov model (MHMM) filter for the TBD temporal processing stage. The role of the morphological pre-processing stage is to exploit the spatial features of potential collision threats, while the MHMM filter serves to exploit the temporal characteristics or dynamics. The problem of optimising our proposed MHMM filter has been examined in detail. Our investigation has produced a novel design process for the MHMM filter that exploits information theory and entropy related concepts. The filter design process is posed as a mini-max optimisation problem based on a joint RER cost criterion. We provide proof that this joint RER cost criterion provides a bound on the conditional mean estimate (CME) performance of our MHMM filter, and this in turn establishes a strong theoretical basis connecting our filter design process to filter performance. Through this connection we can intelligently compare and optimise candidate filter models at the design stage, rather than having to resort to time consuming Monte Carlo simulations to gauge the relative performance of candidate designs. Moreover, the underlying entropy concepts are not constrained to any particular model type. This suggests that the RER concepts established here may be generalised to provide a useful design criterion for multiple model filtering approaches outside the class of HMM filters. In this thesis we also evaluate the performance of our proposed target detection algorithm under realistic operation conditions, and give consideration to the practical deployment of the detection algorithm onboard a UAV platform. Two fixed-wing UAVs were engaged to recreate various collision-course scenarios to capture highly realistic vision (from an onboard camera perspective) of the moments leading up to a collision. Based on this collected data, our proposed detection approach was able to detect targets out to distances ranging from about 400m to 900m. These distances, (with some assumptions about closing speeds and aircraft trajectories) translate to an advanced warning ahead of impact that approaches the 12.5 second response time recommended for human pilots. Furthermore, readily available graphic processing unit (GPU) based hardware is exploited for its parallel computing capabilities to demonstrate the practical feasibility of the proposed target detection algorithm. A prototype hardware-in- the-loop system has been found to be capable of achieving data processing rates sufficient for real-time operation. There is also scope for further improvement in performance through code optimisations. Overall, our proposed image-based target detection algorithm offers UAVs a cost-effective real-time target detection capability that is a step forward in ad- dressing the collision avoidance issue that is currently one of the most significant obstacles preventing widespread civilian applications of uninhabited aircraft. We also highlight that the algorithm development process has led to the discovery of a powerful multiple HMM filtering approach and a novel RER-based multiple filter design process. The utility of our multiple HMM filtering approach and RER concepts, however, extend beyond the target detection problem. This is demonstrated by our application of HMM filters and RER concepts to a heading angle estimation problem.

Adaptive modelling of sustainable architecture design in entropy evolutionary

This paper argues a model of adaptive design for sustainable architecture within a framework of entropy evolution. The spectrum of sustainable architecture consists of efficient use of energy and material resource in the life-cycle of buildings, active involvement of the occupants into micro-climate control within the building, and the natural environment as the physical context. The interactions amongst all the parameters compose a complex system of sustainable architecture design, of which the conventional linear and fragmented design technologies are insufficient to indicate holistic and ongoing environmental performance. The latest interpretation of the Second Law of Thermodynamics states a microscopic formulation of an entropy evolution of complex open systems. It provides a design framework for an adaptive system evolves for the optimization in open systems, this adaptive system evolves for the optimization of building environmental performance. The paper concludes that adaptive modelling in entropy evolution is a design alternative for sustainable architecture.

Maximum recovery after knee replacement - the MARKER study rationale and protocol

Background There is little scientific evidence to support the usual practice of providing outpatient rehabilitation to patients undergoing total knee replacement surgery (TKR) immediately after discharge from the orthopaedic ward. It is hypothesised that the lack of clinical benefit is due to the low exercise intensity tolerated at this time, with patients still recovering from the effects of major orthopaedic surgery. The aim of the proposed clinical trial is to investigate the clinical and cost effectiveness of a novel rehabilitation strategy, consisting of an initial home exercise programme followed, approximately six weeks later, by higher intensity outpatient exercise classes. Methods/Design In this multicentre randomised controlled trial, 600 patients undergoing primary TKR will be recruited at the orthopaedic pre-admission clinic of 10 large public and private hospitals in Australia. There will be no change to the medical or rehabilitative care usually provided while the participant is admitted to the orthopaedic ward. After TKR, but prior to discharge from the orthopaedic ward, participants will be randomised to either the novel rehabilitation strategy or usual rehabilitative care as provided by the hospital or recommended by the orthopaedic surgeon. Outcomes assessments will be conducted at baseline (pre-admission clinic) and at 6 weeks, 6 months and 12 months following randomisation. The primary outcomes will be self-reported knee pain and physical function. Secondary outcomes include quality of life and objective measures of physical performance. Health economic data (health sector and community service utilisation, loss of productivity) will be recorded prospectively by participants in a patient diary. This patient cohort will also be followed-up annually for five years for knee pain, physical function and the need or actual incidence of further joint replacement surgery. Discussion The results of this pragmatic clinical trial can be directly implemented into clinical practice. If beneficial, the novel rehabilitation strategy of utilising outpatient exercise classes during a later rehabilitation phase would provide a feasible and potentially cost-effective intervention to optimise the physical well-being of the large number of people undergoing TKR.