Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

A quantitative approach to the organizational design problem

The span of control is the most discussed single concept in classical and modern management theory. In specifying conditions for organizational effectiveness, the span of control has generally been regarded as a critical factor. Existing research work has focused mainly on qualitative methods to analyze this concept, for example heuristic rules based on experiences and/or intuition. This research takes a quantitative approach to this problem and formulates it as a binary integer model, which is used as a tool to study the organizational design issue. This model considers a range of requirements affecting management and supervision of a given set of jobs in a company. These decision variables include allocation of jobs to workers, considering complexity and compatibility of each job with respect to workers, and the requirement of management for planning, execution, training, and control activities in a hierarchical organization. The objective of the model is minimal operations cost, which is the sum of supervision costs at each level of the hierarchy, and the costs of workers assigned to jobs. The model is intended for application in the make-to-order industries as a design tool. It could also be applied to make-to-stock companies as an evaluation tool, to assess the optimality of their current organizational structure. Extensive experiments were conducted to validate the model, to study its behavior, and to evaluate the impact of changing parameters with practical problems. This research proposes a meta-heuristic approach to solving large-size problems, based on the concept of greedy algorithms and the Meta-RaPS algorithm. The proposed heuristic was evaluated with two measures of performance: solution quality and computational speed. The quality is assessed by comparing the obtained objective function value to the one achieved by the optimal solution. The computational efficiency is assessed by comparing the computer time used by the proposed heuristic to the time taken by a commercial software system. Test results show the proposed heuristic procedure generates good solutions in a time-efficient manner.

Integrated sensitivity analysis, calibration, and uncertainty propagation analysis approaches for supporting hydrological modeling

The successful performance of a hydrological model is usually challenged by the quality of the sensitivity analysis, calibration and uncertainty analysis carried out in the modeling exercise and subsequent simulation results. This is especially important under changing climatic conditions where there are more uncertainties associated with climate models and downscaling processes that increase the complexities of the hydrological modeling system. In response to these challenges and to improve the performance of the hydrological models under changing climatic conditions, this research proposed five new methods for supporting hydrological modeling. First, a design of experiment aided sensitivity analysis and parameterization (DOE-SAP) method was proposed to investigate the significant parameters and provide more reliable sensitivity analysis for improving parameterization during hydrological modeling. The better calibration results along with the advanced sensitivity analysis for significant parameters and their interactions were achieved in the case study. Second, a comprehensive uncertainty evaluation scheme was developed to evaluate three uncertainty analysis methods, the sequential uncertainty fitting version 2 (SUFI-2), generalized likelihood uncertainty estimation (GLUE) and Parameter solution (ParaSol) methods. The results showed that the SUFI-2 performed better than the other two methods based on calibration and uncertainty analysis results. The proposed evaluation scheme demonstrated that it is capable of selecting the most suitable uncertainty method for case studies. Third, a novel sequential multi-criteria based calibration and uncertainty analysis (SMC-CUA) method was proposed to improve the efficiency of calibration and uncertainty analysis and control the phenomenon of equifinality. The results showed that the SMC-CUA method was able to provide better uncertainty analysis results with high computational efficiency compared to the SUFI-2 and GLUE methods and control parameter uncertainty and the equifinality effect without sacrificing simulation performance. Fourth, an innovative response based statistical evaluation method (RESEM) was proposed for estimating the uncertainty propagated effects and providing long-term prediction for hydrological responses under changing climatic conditions. By using RESEM, the uncertainty propagated from statistical downscaling to hydrological modeling can be evaluated. Fifth, an integrated simulation-based evaluation system for uncertainty propagation analysis (ISES-UPA) was proposed for investigating the effects and contributions of different uncertainty components to the total propagated uncertainty from statistical downscaling. Using ISES-UPA, the uncertainty from statistical downscaling, uncertainty from hydrological modeling, and the total uncertainty from two uncertainty sources can be compared and quantified. The feasibility of all the methods has been tested using hypothetical and real-world case studies. The proposed methods can also be integrated as a hydrological modeling system to better support hydrological studies under changing climatic conditions. The results from the proposed integrated hydrological modeling system can be used as scientific references for decision makers to reduce the potential risk of damages caused by extreme events for long-term water resource management and planning.

Assessment of the Spatial and Temporal Distribution of Functional Connectivity in Resting-State BOLD fMRI

Recent research into resting-state functional magnetic resonance imaging (fMRI) has shown that the brain is very active during rest. This thesis work utilizes blood oxygenation level dependent (BOLD) signals to investigate the spatial and temporal functional network information found within resting-state data, and aims to investigate the feasibility of extracting functional connectivity networks using different methods as well as the dynamic variability within some of the methods. Furthermore, this work looks into producing valid networks using a sparsely-sampled sub-set of the original data.

In this work we utilize four main methods: independent component analysis (ICA), principal component analysis (PCA), correlation, and a point-processing technique. Each method comes with unique assumptions, as well as strengths and limitations into exploring how the resting state components interact in space and time.

Correlation is perhaps the simplest technique. Using this technique, resting-state patterns can be identified based on how similar the time profile is to a seed region’s time profile. However, this method requires a seed region and can only identify one resting state network at a time. This simple correlation technique is able to reproduce the resting state network using subject data from one subject’s scan session as well as with 16 subjects.

Independent component analysis, the second technique, has established software programs that can be used to implement this technique. ICA can extract multiple components from a data set in a single analysis. The disadvantage is that the resting state networks it produces are all independent of each other, making the assumption that the spatial pattern of functional connectivity is the same across all the time points. ICA is successfully able to reproduce resting state connectivity patterns for both one subject and a 16 subject concatenated data set.

Using principal component analysis, the dimensionality of the data is compressed to find the directions in which the variance of the data is most significant. This method utilizes the same basic matrix math as ICA with a few important differences that will be outlined later in this text. Using this method, sometimes different functional connectivity patterns are identifiable but with a large amount of noise and variability.

To begin to investigate the dynamics of the functional connectivity, the correlation technique is used to compare the first and second halves of a scan session. Minor differences are discernable between the correlation results of the scan session halves. Further, a sliding window technique is implemented to study the correlation coefficients through different sizes of correlation windows throughout time. From this technique it is apparent that the correlation level with the seed region is not static throughout the scan length.

The last method introduced, a point processing method, is one of the more novel techniques because it does not require analysis of the continuous time points. Here, network information is extracted based on brief occurrences of high or low amplitude signals within a seed region. Because point processing utilizes less time points from the data, the statistical power of the results is lower. There are also larger variations in DMN patterns between subjects. In addition to boosted computational efficiency, the benefit of using a point-process method is that the patterns produced for different seed regions do not have to be independent of one another.

This work compares four unique methods of identifying functional connectivity patterns. ICA is a technique that is currently used by many scientists studying functional connectivity patterns. The PCA technique is not optimal for the level of noise and the distribution of the data sets. The correlation technique is simple and obtains good results, however a seed region is needed and the method assumes that the DMN regions is correlated throughout the entire scan. Looking at the more dynamic aspects of correlation changing patterns of correlation were evident. The last point-processing method produces a promising results of identifying functional connectivity networks using only low and high amplitude BOLD signals.

On precise three-dimensional environment modeling via UAV-based photogrammetric systems

Abstract : Images acquired from unmanned aerial vehicles (UAVs) can provide data with unprecedented spatial and temporal resolution for three-dimensional (3D) modeling. Solutions developed for this purpose are mainly operating based on photogrammetry concepts, namely UAV-Photogrammetry Systems (UAV-PS). Such systems are used in applications where both geospatial and visual information of the environment is required. These applications include, but are not limited to, natural resource management such as precision agriculture, military and police-related services such as traffic-law enforcement, precision engineering such as infrastructure inspection, and health services such as epidemic emergency management. UAV-photogrammetry systems can be differentiated based on their spatial characteristics in terms of accuracy and resolution. That is some applications, such as precision engineering, require high-resolution and high-accuracy information of the environment (e.g. 3D modeling with less than one centimeter accuracy and resolution). In other applications, lower levels of accuracy might be sufficient, (e.g. wildlife management needing few decimeters of resolution). However, even in those applications, the specific characteristics of UAV-PSs should be well considered in the steps of both system development and application in order to yield satisfying results. In this regard, this thesis presents a comprehensive review of the applications of unmanned aerial imagery, where the objective was to determine the challenges that remote-sensing applications of UAV systems currently face. This review also allowed recognizing the specific characteristics and requirements of UAV-PSs, which are mostly ignored or not thoroughly assessed in recent studies. Accordingly, the focus of the first part of this thesis is on exploring the methodological and experimental aspects of implementing a UAV-PS. The developed system was extensively evaluated for precise modeling of an open-pit gravel mine and performing volumetric-change measurements. This application was selected for two main reasons. Firstly, this case study provided a challenging environment for 3D modeling, in terms of scale changes, terrain relief variations as well as structure and texture diversities. Secondly, open-pit-mine monitoring demands high levels of accuracy, which justifies our efforts to improve the developed UAV-PS to its maximum capacities. The hardware of the system consisted of an electric-powered helicopter, a high-resolution digital camera, and an inertial navigation system. The software of the system included the in-house programs specifically designed for camera calibration, platform calibration, system integration, onboard data acquisition, flight planning and ground control point (GCP) detection. The detailed features of the system are discussed in the thesis, and solutions are proposed in order to enhance the system and its photogrammetric outputs. The accuracy of the results was evaluated under various mapping conditions, including direct georeferencing and indirect georeferencing with different numbers, distributions and types of ground control points. Additionally, the effects of imaging configuration and network stability on modeling accuracy were assessed. The second part of this thesis concentrates on improving the techniques of sparse and dense reconstruction. The proposed solutions are alternatives to traditional aerial photogrammetry techniques, properly adapted to specific characteristics of unmanned, low-altitude imagery. Firstly, a method was developed for robust sparse matching and epipolar-geometry estimation. The main achievement of this method was its capacity to handle a very high percentage of outliers (errors among corresponding points) with remarkable computational efficiency (compared to the state-of-the-art techniques). Secondly, a block bundle adjustment (BBA) strategy was proposed based on the integration of intrinsic camera calibration parameters as pseudo-observations to Gauss-Helmert model. The principal advantage of this strategy was controlling the adverse effect of unstable imaging networks and noisy image observations on the accuracy of self-calibration. The sparse implementation of this strategy was also performed, which allowed its application to data sets containing a lot of tie points. Finally, the concepts of intrinsic curves were revisited for dense stereo matching. The proposed technique could achieve a high level of accuracy and efficiency by searching only through a small fraction of the whole disparity search space as well as internally handling occlusions and matching ambiguities. These photogrammetric solutions were extensively tested using synthetic data, close-range images and the images acquired from the gravel-pit mine. Achieving absolute 3D mapping accuracy of 11±7 mm illustrated the success of this system for high-precision modeling of the environment.

Finite Population Inference for Causal Parameters

Thesis (Ph.D.)--University of Washington, 2016-08

Rational Function Interpolation of Electromagnetic Transfer Functions of High-Speed Interconnect Systems from Discrete Time-Domain and Frequency-Domain Data

We present new methodologies to generate rational function approximations of broadband electromagnetic responses of linear and passive networks of high-speed interconnects, and to construct SPICE-compatible, equivalent circuit representations of the generated rational functions. These new methodologies are driven by the desire to improve the computational efficiency of the rational function fitting process, and to ensure enhanced accuracy of the generated rational function interpolation and its equivalent circuit representation. Toward this goal, we propose two new methodologies for rational function approximation of high-speed interconnect network responses. The first one relies on the use of both time-domain and frequency-domain data, obtained either through measurement or numerical simulation, to generate a rational function representation that extrapolates the input, early-time transient response data to late-time response while at the same time providing a means to both interpolate and extrapolate the used frequency-domain data. The aforementioned hybrid methodology can be considered as a generalization of the frequency-domain rational function fitting utilizing frequency-domain response data only, and the time-domain rational function fitting utilizing transient response data only. In this context, a guideline is proposed for estimating the order of the rational function approximation from transient data. The availability of such an estimate expedites the time-domain rational function fitting process. The second approach relies on the extraction of the delay associated with causal electromagnetic responses of interconnect systems to provide for a more stable rational function process utilizing a lower-order rational function interpolation. A distinctive feature of the proposed methodology is its utilization of scattering parameters. For both methodologies, the approach of fitting the electromagnetic network matrix one element at a time is applied. It is shown that, with regard to the computational cost of the rational function fitting process, such an element-by-element rational function fitting is more advantageous than full matrix fitting for systems with a large number of ports. Despite the disadvantage that different sets of poles are used in the rational function of different elements in the network matrix, such an approach provides for improved accuracy in the fitting of network matrices of systems characterized by both strongly coupled and weakly coupled ports. Finally, in order to provide a means for enforcing passivity in the adopted element-by-element rational function fitting approach, the methodology for passivity enforcement via quadratic programming is modified appropriately for this purpose and demonstrated in the context of element-by-element rational function fitting of the admittance matrix of an electromagnetic multiport.

Hierarchically grouped 2D local features applied to edge contour localisation

One of the most significant research topics in computer vision is object detection. Most of the reported object detection results localise the detected object within a bounding box, but do not explicitly label the edge contours of the object. Since object contours provide a fundamental diagnostic of object shape, some researchers have initiated work on linear contour feature representations for object detection and localisation. However, linear contour feature-based localisation is highly dependent on the performance of linear contour detection within natural images, and this can be perturbed significantly by a cluttered background. In addition, the conventional approach to achieving rotation-invariant features is to rotate the feature receptive field to align with the local dominant orientation before computing the feature representation. Grid resampling after rotation adds extra computational cost and increases the total time consumption for computing the feature descriptor. Though it is not an expensive process if using current computers, it is appreciated that if each step of the implementation is faster to compute especially when the number of local features is increasing and the application is implemented on resource limited ”smart devices”, such as mobile phones, in real-time. Motivated by the above issues, a 2D object localisation system is proposed in this thesis that matches features of edge contour points, which is an alternative method that takes advantage of the shape information for object localisation. This is inspired by edge contour points comprising the basic components of shape contours. In addition, edge point detection is usually simpler to achieve than linear edge contour detection. Therefore, the proposed localization system could avoid the need for linear contour detection and reduce the pathological disruption from the image background. Moreover, since natural images usually comprise many more edge contour points than interest points (i.e. corner points), we also propose new methods to generate rotation-invariant local feature descriptors without pre-rotating the feature receptive field to improve the computational efficiency of the whole system. In detail, the 2D object localisation system is achieved by matching edge contour points features in a constrained search area based on the initial pose-estimate produced by a prior object detection process. The local feature descriptor obtains rotation invariance by making use of rotational symmetry of the hexagonal structure. Therefore, a set of local feature descriptors is proposed based on the hierarchically hexagonal grouping structure. Ultimately, the 2D object localisation system achieves a very promising performance based on matching the proposed features of edge contour points with the mean correct labelling rate of the edge contour points 0.8654 and the mean false labelling rate 0.0314 applied on the data from Amsterdam Library of Object Images (ALOI). Furthermore, the proposed descriptors are evaluated by comparing to the state-of-the-art descriptors and achieve competitive performances in terms of pose estimate with around half-pixel pose error.

Effectively positioning water loss event in smart water networks

With the eye-catching advances in sensing technologies, smart water networks have been attracting immense research interest in recent years. One of the most overarching tasks in smart water network management is the reduction of water loss (such as leaks and bursts in a pipe network). In this paper, we propose an efficient scheme to position water loss event based on water network topology. The state-of-the-art approach to this problem, however, utilizes the limited topology information of the water network, that is, only one single shortest path between two sensor locations. Consequently, the accuracy of positioning water loss events is still less desirable. To resolve this problem, our scheme consists of two key ingredients: First, we design a novel graph topology-based measure, which can recursively quantify the "average distances" for all pairs of senor locations simultaneously in a water network. This measure will substantially improve the accuracy of our positioning strategy, by capturing the entire water network topology information between every two sensor locations, yet without any sacrifice of computational efficiency. Then, we devise an efficient search algorithm that combines the "average distances" with the difference in the arrival times of the pressure variations detected at sensor locations. The viable experimental evaluations on real-world test bed (WaterWiSe@SG) demonstrate that our proposed positioning scheme can identify water loss event more accurately than the best-known competitor.

DEVELOPMENT OF STATIC MIXERS FOR MISCIBLE FLUIDS IN LAMINAR FLOW WITH THE USE OF COMPUTATIONAL FLUID DYNAMICS (CFD)

Static mixers with improved performance were developed from CFD simulations in a stepwise approach. The relevant geometric features of simple mixer designs and the corresponding mixing mechanisms-laminar shear, elongational flow, and distributive mixing-were identified first. This information was used to formulate guidelines for the development of new geometries. The solid elements of the static mixer should: (a) provide restrictions to the flow; (b) deflect the flow; (c) be sequentially rotated around the flow direction to provide symmetry; (d) extend from the center of the pipe to the vicinity of the walls to avoid short-circuiting; and (e) distribute and remix the flow. Based on these guidelines, two improved mixer designs were developed: the DS A-I mixer has a good mixing efficiency and an acceptable pressure drop; the Fins 35 degrees mixer is more efficient and compact, but requires a larger pressure drop. Their performance indicates that their use is possible on industrial applications.

Evaluation of computational methods for the reconstruction of HLA haplotypes

Human leukocyte antigen (HLA) haplotypes are frequently evaluated for population history inferences and association studies. However, the available typing techniques for the main HLA loci usually do not allow the determination of the allele phase and the constitution of a haplotype, which may be obtained by a very time-consuming and expensive family-based segregation study. Without the family-based study, computational inference by probabilistic models is necessary to obtain haplotypes. Several authors have used the expectation-maximization (EM) algorithm to determine HLA haplotypes, but high levels of erroneous inferences are expected because of the genetic distance among the main HLA loci and the presence of several recombination hotspots. In order to evaluate the efficiency of computational inference methods, 763 unrelated individuals stratified into three different datasets had their haplotypes manually defined in a family-based study of HLA-A, -B, -DRB1 and -DQB1 segregation, and these haplotypes were compared with the data obtained by the following three methods: the Expectation-Maximization (EM) and Excoffier-Laval-Balding (ELB) algorithms using the arlequin 3.11 software, and the PHASE method. When comparing the methods, we observed that all algorithms showed a poor performance for haplotype reconstruction with distant loci, estimating incorrect haplotypes for 38%-57% of the samples considering all algorithms and datasets. We suggest that computational haplotype inferences involving low-resolution HLA-A, HLA-B, HLA-DRB1 and HLA-DQB1 haplotypes should be considered with caution.

Computational intelligence applications for future power systems

Power system planning, control and operation require an adequate use of existing resources as to increase system efficiency. The use of optimal solutions in power systems allows huge savings stressing the need of adequate optimization and control methods. These must be able to solve the envisaged optimization problems in time scales compatible with operational requirements. Power systems are complex, uncertain and changing environments that make the use of traditional optimization methodologies impracticable in most real situations. Computational intelligence methods present good characteristics to address this kind of problems and have already proved to be efficient for very diverse power system optimization problems. Evolutionary computation, fuzzy systems, swarm intelligence, artificial immune systems, neural networks, and hybrid approaches are presently seen as the most adequate methodologies to address several planning, control and operation problems in power systems. Future power systems, with intensive use of distributed generation and electricity market liberalization increase power systems complexity and bring huge challenges to the forefront of the power industry. Decentralized intelligence and decision making requires more effective optimization and control techniques techniques so that the involved players can make the most adequate use of existing resources in the new context. The application of computational intelligence methods to deal with several problems of future power systems is presented in this chapter. Four different applications are presented to illustrate the promises of computational intelligence, and illustrate their potentials.

Experimental and numerical study on the evaluation of ventilation efficiency

Buildings account for 40% of total energy consumption in the European Union. The reduction of energy consumption in the buildings sector constitute an important measure needed to reduce the Union's energy dependency and greenhouse gas emissions. The Portuguese legislation incorporate this principles in order to regulate the energy performance of buildings. This energy performance should be accompanied by good conditions for the occupants of the buildings. According to EN 15251 (2007) the four factors that affect the occupant comfort in the buildings are: Indoor Air Quality (IAQ), thermal comfort, acoustics and lighting. Ventilation directly affects all except the lighting, so it is crucial to understand the performance of it. The ventilation efficiency concept therefore earn significance, because it is an attempt to quantify a parameter that can easily distinguish the different options for air diffusion in the spaces. The two indicators most internationally accepted are the Air Change Efficiency (ACE) and the Contaminant Removal Effectiveness (CRE). Nowadays with the developed of the Computational Fluid Dynamics (CFD) the behaviour of ventilation can be more easily predicted. Thirteen strategies of air diffusion were measured in a test chamber through the application of the tracer gas method, with the objective to validate the calculation by the MicroFlo module of the IES-VE software for this two indicators. The main conclusions from this work were: that the values of the numerical simulations are in agreement with experimental measurements; the value of the CRE is more dependent of the position of the contamination source, that the strategy used for the air diffusion; the ACE indicator is more appropriate for quantifying the quality of the air diffusion; the solutions to be adopted, to maximize the ventilation efficiency should be, the schemes that operate with low speeds of supply air and small differences between supply air temperature and the room temperature.

Comparison of contaminant removal effectiveness and air change efficiency as indicator of air diffusion quality.

The ventilation efficiency concept is an attempt to quantify a parameter that can easily distinguish the different options for air diffusion in the building spaces. Thirteen strategies of air diffusion were measured in a test chamber through the application of the tracer gas method, with the objective to validate the calculation by Computational fluid dynamics (CFD). Were compared the Air Change Efficiency (ACE) and the Contaminant Removal Effectiveness (CRE), the two indicators most internationally accepted. The main results from this work shows that the values of the numerical simulations are in good agreement with experimental measurements and also, that the solutions to be adopted for maximizing the ventilation efficiency should be the schemes that operate with low speeds of supply air and small differences between supply air temperature and the room temperature.

A Grid Supercomputing Enviroment for High Demand Computational Applications

Despite the huge increase in processor and interprocessor network performace, many computational problems remain unsolved due to lack of some critical resources such as floating point sustained performance, memory bandwidth, etc... Examples of these problems are found in areas of climate research, biology, astrophysics, high energy physics (montecarlo simulations) and artificial intelligence, among others. For some of these problems, computing resources of a single supercomputing facility can be 1 or 2 orders of magnitude apart from the resources needed to solve some them. Supercomputer centers have to face an increasing demand on processing performance, with the direct consequence of an increasing number of processors and systems, resulting in a more difficult administration of HPC resources and the need for more physical space, higher electrical power consumption and improved air conditioning, among other problems. Some of the previous problems can´t be easily solved, so grid computing, intended as a technology enabling the addition and consolidation of computing power, can help in solving large scale supercomputing problems. In this document, we describe how 2 supercomputing facilities in Spain joined their resources to solve a problem of this kind. The objectives of this experience were, among others, to demonstrate that such a cooperation can enable the solution of bigger dimension problems and to measure the efficiency that could be achieved. In this document we show some preliminary results of this experience and to what extend these objectives were achieved.