A type system with usage aspects

Linear typing schemes can be used to guarantee non-interference and so the soundness of in-place update with respect to a functional semantics. But linear schemes are restrictive in practice, and more restrictive than necessary to guarantee soundness of in-place update. This limitation has prompted research into static analysis and more sophisticated typing disciplines to determine when in-place update may be safely used, or to combine linear and non-linear schemes. Here we contribute to this direction by defining a new typing scheme that better approximates the semantic property of soundness of in-place update for a functional semantics. We begin from the observation that some data are used only in a read-only context, after which it may be safely re-used before being destroyed. Formalising the in-place update interpretation in a machine model semantics allows us to refine this observation, motivating three usage aspects apparent from the semantics that are used to annotate function argument types. The aspects are (1) used destructively, (2), used read-only but shared with result, and (3) used read-only and not shared with the result. The main novelty is aspect (2), which allows a linear value to be safely read and even aliased with a result of a function without being consumed. This novelty makes our type system more expressive than previous systems for functional languages in the literature. The system remains simple and intuitive, but it enjoys a strong soundness property whose proof is non-trivial. Moreover, our analysis features principal types and feasible type reconstruction, as shown in M. Konen'y (In TYPES 2002 workshop, Nijmegen, Proceedings, Springer-Verlag, 2003).

Novel visualization methods for protein data

Visualization of high-dimensional data has always been a challenging task. Here we discuss and propose variants of non-linear data projection methods (Generative Topographic Mapping (GTM) and GTM with simultaneous feature saliency (GTM-FS)) that are adapted to be effective on very high-dimensional data. The adaptations use log space values at certain steps of the Expectation Maximization (EM) algorithm and during the visualization process. We have tested the proposed algorithms by visualizing electrostatic potential data for Major Histocompatibility Complex (MHC) class-I proteins. The experiments show that the variation in the original version of GTM and GTM-FS worked successfully with data of more than 2000 dimensions and we compare the results with other linear/nonlinear projection methods: Principal Component Analysis (PCA), Neuroscale (NSC) and Gaussian Process Latent Variable Model (GPLVM).

Rules for mapping a conceptual model onto various data base management systems. Available in 2 volumes.

The design and implementation of data bases involve, firstly, the formulation of a conceptual data model by systematic analysis of the structure and information requirements of the organisation for which the system is being designed; secondly, the logical mapping of this conceptual model onto the data structure of the target data base management system (DBMS); and thirdly, the physical mapping of this structured model into storage structures of the target DBMS. The accuracy of both the logical and physical mapping determine the performance of the resulting systems. This thesis describes research which develops software tools to facilitate the implementation of data bases. A conceptual model describing the information structure of a hospital is derived using the Entity-Relationship (E-R) approach and this model forms the basis for mapping onto the logical model. Rules are derived for automatically mapping the conceptual model onto relational and CODASYL types of data structures. Further algorithms are developed for partly automating the implementation of these models onto INGRES, MIMER and VAX-11 DBMS.

Practical methods of tracking of nonstationary time series applied to real-world data

In this paper, we discuss some practical implications for implementing adaptable network algorithms applied to non-stationary time series problems. Two real world data sets, containing electricity load demands and foreign exchange market prices, are used to test several different methods, ranging from linear models with fixed parameters, to non-linear models which adapt both parameters and model order on-line. Training with the extended Kalman filter, we demonstrate that the dynamic model-order increment procedure of the resource allocating RBF network (RAN) is highly sensitive to the parameters of the novelty criterion. We investigate the use of system noise for increasing the plasticity of the Kalman filter training algorithm, and discuss the consequences for on-line model order selection. The results of our experiments show that there are advantages to be gained in tracking real world non-stationary data through the use of more complex adaptive models.

Interval data without sign restrictions in DEA

Conventional DEA models assume deterministic, precise and non-negative data for input and output observations. However, real applications may be characterized by observations that are given in form of intervals and include negative numbers. For instance, the consumption of electricity in decentralized energy resources may be either negative or positive, depending on the heat consumption. Likewise, the heat losses in distribution networks may be within a certain range, depending on e.g. external temperature and real-time outtake. Complementing earlier work separately addressing the two problems; interval data and negative data; we propose a comprehensive evaluation process for measuring the relative efficiencies of a set of DMUs in DEA. In our general formulation, the intervals may contain upper or lower bounds with different signs. The proposed method determines upper and lower bounds for the technical efficiency through the limits of the intervals after decomposition. Based on the interval scores, DMUs are then classified into three classes, namely, the strictly efficient, weakly efficient and inefficient. An intuitive ranking approach is presented for the respective classes. The approach is demonstrated through an application to the evaluation of bank branches. © 2013.

Groups with the Minimal Condition on Non-“Nilpotent-by-Finite” Subgroups

We characterize the groups which do not have non-trivial perfect sections and such that any strictly descending chain of non-“nilpotent-by-finite” subgroups is finite.

Algorithms for Data Flows

* The research was supported by INTAS 00-397 and 00-626 Projects.

Global distributions of diazotrophs abundance, biomass and nitrogen fixation rates - Gridded data product (NetCDF) - Contribution to the MAREDAT World Ocean Atlas of Plankton Functional Types

The MAREDAT atlas covers 11 types of plankton, ranging in size from bacteria to jellyfish. Together, these plankton groups determine the health and productivity of the global ocean and play a vital role in the global carbon cycle. Working within a uniform and consistent spatial and depth grid (map) of the global ocean, the researchers compiled thousands and tens of thousands of data points to identify regions of plankton abundance and scarcity as well as areas of data abundance and scarcity. At many of the grid points, the MAREDAT team accomplished the difficult conversion from abundance (numbers of organisms) to biomass (carbon mass of organisms). The MAREDAT atlas provides an unprecedented global data set for ecological and biochemical analysis and modeling as well as a clear mandate for compiling additional existing data and for focusing future data gathering efforts on key groups in key areas of the ocean. This is a gridded data product about diazotrophic organisms . There are 6 variables. Each variable is gridded on a dimension of 360 (longitude) * 180 (latitude) * 33 (depth) * 12 (month). The first group of 3 variables are: (1) number of biomass observations, (2) biomass, and (3) special nifH-gene-based biomass. The second group of 3 variables is same as the first group except that it only grids non-zero data. We have constructed a database on diazotrophic organisms in the global pelagic upper ocean by compiling more than 11,000 direct field measurements including 3 sub-databases: (1) nitrogen fixation rates, (2) cyanobacterial diazotroph abundances from cell counts and (3) cyanobacterial diazotroph abundances from qPCR assays targeting nifH genes. Biomass conversion factors are estimated based on cell sizes to convert abundance data to diazotrophic biomass. Data are assigned to 3 groups including Trichodesmium, unicellular diazotrophic cyanobacteria (group A, B and C when applicable) and heterocystous cyanobacteria (Richelia and Calothrix). Total nitrogen fixation rates and diazotrophic biomass are calculated by summing the values from all the groups. Some of nitrogen fixation rates are whole seawater measurements and are used as total nitrogen fixation rates. Both volumetric and depth-integrated values were reported. Depth-integrated values are also calculated for those vertical profiles with values at 3 or more depths.

Cross-section and panel estimates of peer effects in early adolescent cannabis use: With a little help from my ‘friends once removed’

Peer effects in adolescent cannabis are difficult to estimate, due in part to the lack of appropriate data on behaviour and social ties. This paper exploits survey data that have many desirable properties and have not previously been used for this purpose. The data set, collected from teenagers in three annual waves from 2002-2004 contains longitudinal information about friendship networks within schools (N = 5,020). We exploit these data on network structure to estimate peer effects on adolescents from their nominated friends within school using two alternative approaches to identification. First, we present a cross-sectional instrumental variable (IV) estimate of peer effects that exploits network structure at the second degree, i.e. using information on friends of friends who are not themselves ego’s friends to instrument for the cannabis use of friends. Second, we present an individual fixed effects estimate of peer effects using the full longitudinal structure of the data. Both innovations allow a greater degree of control for correlated effects than is commonly the case in the substance-use peer effects literature, improving our chances of obtaining estimates of peer effects than can be plausibly interpreted as causal. Both estimates suggest positive peer effects of non-trivial magnitude, although the IV estimate is imprecise. Furthermore, when we specify identical models with behaviour and characteristics of randomly selected school peers in place of friends’, we find effectively zero effect from these ‘placebo’ peers, lending credence to our main estimates. We conclude that cross-sectional data can be used to estimate plausible positive peer effects on cannabis use where network structure information is available and appropriately exploited.

Experimental evaluation of the response of micro-channel plate detector to ions with 10s of MeV energies

The absolute calibration of a microchannel plate (MCP) assembly using a Thomson spectrometer for laser-driven ion beams is described. In order to obtain the response of the whole detection system to the particles’ impact, a slotted solid state nuclear track detector (CR-39) was installed in front of the MCP to record the ions simultaneously on both detectors. The response of the MCP (counts/particles) was measured for 5–58 MeV carbon ions and for protons in the energy range2–17.3 MeV. The response of the MCP detector is non-trivial when the stopping range of particles becomes larger than the thickness of the detector. Protons with energiesE>~ 10 MeV are energetic enough that they can pass through the MCP detector. Quantitative analysis of the pits formed in CR-39 and the signal generated in the MCP allowed to determine the MCP response to particles in this energy range. Moreover, a theoretical model allows to predict the response of MCP at even higher proton energies. This suggests that in this regime the MCP response is a slowly decreasing function of energy, consistently with the decrease of the deposited energy. These calibration data will enable particle spectra to be obtained in absolute terms over a broad energy range.

High-performance parallel systems for data-intensive computing

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

Trivial Jensen measures without regularity

In this note we construct Swiss cheeses X such that R(X) is non-regular but such that R(X) has no non-trivial Jensen measures. We also construct a non-regular uniform algebra with compact, metrizable character space such that every point of the character space is a peak point.

DCA for bot detection

Ensuring the security of computers is a non-trivial task, with many techniques used by malicious users to compromise these systems. In recent years a new threat has emerged in the form of networks of hijacked zombie machines used to perform complex distributed attacks such as denial of service and to obtain sensitive data such as password information. These zombie machines are said to be infected with a dasiahotpsila - a malicious piece of software which is installed on a host machine and is controlled by a remote attacker, termed the dasiabotmaster of a botnetpsila. In this work, we use the biologically inspired dendritic cell algorithm (DCA) to detect the existence of a single hot on a compromised host machine. The DCA is an immune-inspired algorithm based on an abstract model of the behaviour of the dendritic cells of the human body. The basis of anomaly detection performed by the DCA is facilitated using the correlation of behavioural attributes such as keylogging and packet flooding behaviour. The results of the application of the DCA to the detection of a single hot show that the algorithm is a successful technique for the detection of such malicious software without responding to normally running programs.

Sparse time-frequency data analysis : a multi-scale approach

In this work, we further extend the recently developed adaptive data analysis method, the Sparse Time-Frequency Representation (STFR) method. This method is based on the assumption that many physical signals inherently contain AM-FM representations. We propose a sparse optimization method to extract the AM-FM representations of such signals. We prove the convergence of the method for periodic signals under certain assumptions and provide practical algorithms specifically for the non-periodic STFR, which extends the method to tackle problems that former STFR methods could not handle, including stability to noise and non-periodic data analysis. This is a significant improvement since many adaptive and non-adaptive signal processing methods are not fully capable of handling non-periodic signals. Moreover, we propose a new STFR algorithm to study intrawave signals with strong frequency modulation and analyze the convergence of this new algorithm for periodic signals. Such signals have previously remained a bottleneck for all signal processing methods. Furthermore, we propose a modified version of STFR that facilitates the extraction of intrawaves that have overlaping frequency content. We show that the STFR methods can be applied to the realm of dynamical systems and cardiovascular signals. In particular, we present a simplified and modified version of the STFR algorithm that is potentially useful for the diagnosis of some cardiovascular diseases. We further explain some preliminary work on the nature of Intrinsic Mode Functions (IMFs) and how they can have different representations in different phase coordinates. This analysis shows that the uncertainty principle is fundamental to all oscillating signals.

Credit risk & forward price models

Doutoramento em Gestão